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The value of value at risk: statistical, financial, and regulatory considerations summary of presentation.

Danielsson, Jon, Jorgensen, Bjorn N. and De Vries, Casper G. (1998) The value of value at risk: statistical, financial, and regulatory considerations summary of presentation. Economic Policy Review. pp. 107-108. ISSN 0147-6580

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Item Type: Article
Official URL: http://www.ny.frb.org/research/epr/
Additional Information: © 1998 The Authors
Divisions: Accounting
Finance
Financial Markets Group
Subjects: H Social Sciences > H Social Sciences (General)
H Social Sciences > HG Finance
Date Deposited: 07 Aug 2013 14:24
Last Modified: 15 Sep 2023 12:23
URI: http://eprints.lse.ac.uk/id/eprint/51443

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