Enrique Loubet

affiliation not provided to SSRN

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Currency Risk in Capital Adequacy

Number of pages: 11 Posted: 28 Feb 2014
Pablo Koch-Medina and Enrique Loubet
University of Zurich - Department of Banking and Finance and affiliation not provided to SSRN
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Abstract:

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risk measures, foreign exchange risk, currency risk, capital adequacy, acceptance sets