The Value of Value at Risk: Statistical, Financial, and Regulatory Considerations

1 October 1998

preprint
Published by Elsevier in SSRN Electronic Journal

https://doi.org/10.2139/ssrn.1029663

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

This publication has 2 references indexed in Scilit:

Value-at-Risk and Extreme Returns
Annales D'economie Et de Statistique, 2000
On the (Ir)Relevancy of Value-at-Risk Regulation
Published by Springer Nature ,2000