Bank Capital and Value at Risk
Authors:
- Patricia JacksonPJPatricia Jackson
- David J MaudeDMDavid J Maude
- William PerraudinWPWilliam Perraudin
- 28 February 1997
- journal article
- Published by With Intelligence LLC in The Journal of Derivatives
- Vol. 4 (3) , 73-89
Abstract
No abstract availableThis publication has 2 references indexed in Scilit:
- Capital Requirements for Securities FirmsThe Journal of Finance, 1995
- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance MatrixEconometrica, 1987