Hendricks, Darryll; Hirtle, Beverly - In: Economic Policy Review (1997) Dec, pp. 1-12
risk-the risk of loss from adverse movements in financial market rates and prices. In response, bank supervisors in the … resources to address market risk. This paper offers an overview of the new requirements, giving particular attention to their … most innovative feature: a capital charge calculated for each bank using the output of that bank's internal risk …