The var at risk

Alfred Galichon

Working Papers from HAL

Abstract: I show that the structure of the firm is not neutral in respect to regulatory capital budgeted under rules which are based on the Value-at-Risk.

Keywords: value-at-risk (search for similar items in EconPapers)
Date: 2009-07-06
Note: View the original document on HAL open archive server: https://hal.science/hal-00401793
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