Pilot Exercise - Pre-Commitment: Approach to Market Risk

1 January 1998

preprint
Published by Elsevier in SSRN Electronic Journal

https://doi.org/10.2139/ssrn.1029739

Abstract

An international group of ten banking organizations participated in a pilot of the pre-commitment approach to capital requirements for market risks. The author

Keywords

PRIVATE SECTOR
FINANCIAL SERVICES
INCENTIVE COMPATIBILITY
MARKET RISK

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