VALUE-AT-RISK DISCLOSURES AND THE IMPLICATIONS ON BANK STAKEHOLDERS

Jason Ball and Victor Fang
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Jason Ball: Ernst & Young, Australia
Victor Fang: Monash University, Australia

Chapter 1 in Banking and Capital Markets:New International Perspectives, 2010, pp 3-27 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:IntroductionMarket Risk and Value-at-Risk DisclosuresRelated Literature and Hypothesis DevelopmentFlow-On Effects of VaRFirm-Specific Determinants of VaRData and MethodologySampleAdditional VariablesHypothesis 2Hypothesis 3Hypothesis 4Empirical ResultsHypothesis 1Hypothesis 2Hypothesis 3Hypothesis 4ConclusionEndnotesAcknowledgmentReferences

Keywords: Financial Crises; Bank Lending; Corporate Governance; Equity Costs; International Joint Ventures; Value-at-Risk; Cross-Border Acquisitions; Cross-Country Listings; Buyout Activity; Spillover Effects (search for similar items in EconPapers)
Date: 2010
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