Regulatory evaluation of value-at-risk models using probability forecasts
| Year of publication: |
1997
|
|---|---|
| Authors: | Lopez, Jose A. |
| Institutions: | Federal Reserve Bank of Chicago |
| Subject: | Risk | Bank supervision | Econometric models |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Published in Conference on Bank Structure and Competition (1997 : 33rd) ; Technology : //www.policy.implications.for.the.future.of.financial.services/com. Number 552 289 pages long307 |
| Source: |
Persistent link: https://www.econbiz.de/10010724426