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~institution:"Federal Reserve Bank <New York, NY>"
~isPartOf:"FRBNY ECONOMIC POLICY REVIEW / OCTOBER 1998, 119-124"
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Methods for Evaluating Value-at-Risk Estimates
López, José A.
-
Federal Reserve Bank <New York, NY>
;
London School of …
-
1998
In August 1996, the U.S.
bank
regulatory agenciesadopted the market risk amendment (MRA) to the 1988Basle Capital …
Persistent link: https://www.econbiz.de/10005870077
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