The Value of Value at Risk: Statistical, Financial, and Regulatory Considerations
London School of Economics - Department of Accounting and Finance
Casper G. De Vries
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE); Tinbergen Institute; CESifo (Center for Economic Studies and Ifo Institute for Economic Research)
Bjorn N. Jorgensen
University of Colorado at Boulder
Economic Policy Review, Vol. 4, No. 3, October 1998
A summary of the presentation "The Value of Value at Risk: Statistical, Financial, and Regulatory Considerations," by Jon Danielsson, Casper G. de Vries, and Bjørn N. Jørgensen.
Number of Pages in PDF File: 2
Keywords: capital regulation
JEL Classification: G2, G3working papers series
Date posted: November 16, 2007
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