Regulatory evaluation of value-at-risk models using probability forecasts

Jose A. Lopez

No 552, Proceedings from Federal Reserve Bank of Chicago

Keywords: Risk; Bank supervision; Econometric models (search for similar items in EconPapers)
Pages: 289-307
Date: 1997
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Published in Conference on Bank Structure and Competition (1997 : 33rd) ; Technology : //www.policy.implications.for.the.future.of.financial.services/com.

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