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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File(s): File format is application/pdf https://www.newyorkfed.org/medialibrary/media/research/epr/98v04n3/9810hirt.pdf
Authors
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