Bank Capital Requirements for Market Risk: The Internal Models Approach
Year of publication: |
1997-12-01
|
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Authors: | Hendricks, Darryll ; Hirtle, Beverly |
Institutions: | Federal Reserve Bank <New York, NY> ; London School of Economics and Political Science |
Published in: | |
Subject: | Bank | Kreditmarkt | Handel | trade | Marktrisiko |
Extent: | 55296 bytes 12 p. application/pdf |
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Type of publication: | Article |
Language: | English |
Classification: | Financial theory ; Empirical research. of corporate finance and investment policy ; Study of commerce ; Individual Articles ; No country specification |
Source: | USB Cologne (business full texts) |
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