Download This PaperThe Value of Value at Risk: Statistical, Financial, and Regulatory Considerations
2 Pages Posted: 16 Nov 2007
Date Written: October 1998
Abstract
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.
Keywords: capital regulation
JEL Classification: G2, G3
Suggested Citation: Suggested Citation
Danielsson, Jon and De Vries, Casper and Jorgensen, Bjorn N, The Value of Value at Risk: Statistical, Financial, and Regulatory Considerations (October 1998). Economic Policy Review, Vol. 4, No. 3, October 1998, Available at SSRN: https://ssrn.com/abstract=1029663 or http://dx.doi.org/10.2139/ssrn.1029663
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