The Level and Quality of Value-at-Risk Disclosure by Commercial Banks

Christophe Perignon; D. Smith

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The Level and Quality of Value-at-Risk Disclosure by Commercial Banks

(1) ,

1

Christophe Perignon

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Groupement de Recherche et d'Etudes en Gestion à HEC

D. Smith

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NC

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Humanities and Social Sciences Business administration

Antoine Haldemann : Connect in order to contact the contributor

https://hal-hec.archives-ouvertes.fr/hal-00496102

Submitted on : Tuesday, June 29, 2010-3:33:52 PM

Last modification on : Saturday, June 25, 2022-10:51:02 AM

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hal-00496102 , version 1 (29-06-2010)

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HAL Id : hal-00496102 , version 1

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Christophe Perignon, D. Smith. The Level and Quality of Value-at-Risk Disclosure by Commercial Banks. 6th Paris Finance International Meeting, AFFI, Dec 2009, Paris, France. ⟨hal-00496102⟩

The Level and Quality of Value-at-Risk Disclosure by Commercial Banks

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