The Level and Quality of Value-at-Risk Disclosure by Commercial Banks

Christophe Perignon () and Daniel Smith ()

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Keywords: NC (search for similar items in EconPapers)
Date: 2009-12-17
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Citations: View citations in EconPapers (1)

Published in 6th Paris Finance International Meeting, AFFI, Dec 2009, Paris, France

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Journal Article: The level and quality of Value-at-Risk disclosure by commercial banks (2010)
Working Paper: The level and quality of Value-at-Risk disclosure by commercial banks (2010)
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