The implementation of value at risk (VaR) in Israel's banking system
Year of publication: |
1999
|
---|---|
Authors: | Shraiber, Bentsi ; Wiener, Zvi ; Zaken, David |
Published in: |
Banking review. - Jerusalem, ISSN 0792-0385, ZDB-ID 1023262-X. - Vol. 7.1999, p. 61-87
|
Subject: | Finanzsystem | Financial system | Theorie | Theory | Israel | Risikomaß | Risk measure | Varianzanalyse | Analysis of variance | 1995-1999 |
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