✦ LIBER ✦

How Accurate Are Value-at-Risk Models at Commercial Banks?

✍ Scribed by Jeremy Berkowitz; James O’Brien

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

How good are banks at managing business

✍ Cooper, Chris 📂 Article 📅 2000 🏛 Emerald Group Publishing Limited ⚖ 275 KB

Modeling the yearly Value-at-Risk for op

✍ Zhaoyang Lu 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 246 KB

The level and quality of Value-at-Risk d

✍ Christophe Pérignon; Daniel R. Smith 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 463 KB

How Banks' Value-at-Risk Disclosures Pre

✍ Chi-chun Liu; Stephen G. Ryan; Hung Tan 📂 Article 📅 2004 🏛 Springer US 🌐 English ⚖ 214 KB

Discussion of “How Banks' Value-at-Risk

✍ Bin Ke 📂 Article 📅 2004 🏛 Springer US 🌐 English ⚖ 75 KB

Solvency II, regulatory capital, and opt

✍ Brandtner, Mario; Kürsten, Wolfgang 📂 Article 📅 2014 🏛 Elsevier Science 🌐 English ⚖ 664 KB