Journal Article

Commentary on 3 papers on issues in value-at-risk modeling and evaulation

Keywords: Bank investments; Bank capital; Risk;

Status: Published in Financial services at the crossroads: capital regulation in the twenty-first century

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Bibliographic Information

Provider: Federal Reserve Bank of New York

Part of Series: Economic Policy Review

Publication Date: 1998

Volume: 4

Issue: Oct

Pages: 125-128