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Author
Lopez, Jose A.
Title
Regulatory evaluation of value-at-risk models / Jose A. Lopez.
Imprint
New York, NY : Federal Reserve Bank of New York, 1997.
Copies
Location
Call No.
OPAC Message
Status
Axe Archives Fed Docs
FR 1.2/10-3:33
---
Available
Description
31, [3] p. : ill. ; 22 cm.
Series
Staff reports ; no. 33
Staff reports (Federal Reserve Bank of New York) ; no. 33.
Note
"November 1997."
Bibliography
Includes bibliographical references (p. 24-25).
Subject
Bank capital -- Evaluation -- Mathematical models.
Risk assessment -- Mathematical models.
Added Author
Federal Reserve Bank of New York.
Sudoc No.
FR 1.2/10-3:33
Available items only
