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Print Material
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.


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

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