A pre-commitment approach to capital requirements for market risk

Paul H. Kupiec and James M. O'Brien

No 95-36, Finance and Economics Discussion Series from Board of Governors of the Federal Reserve System (U.S.)

Keywords: Bank capital; Derivative securities (search for similar items in EconPapers)
Date: Written 1995
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Persistent link: http://EconPapers.repec.org/RePEc:fip:fedgfe:95-36

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