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

Christophe Perignon 1 D. Smith
1 GREGH - Groupement de Recherche et d'Etudes en Gestion à HEC
keyword : NC
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https://hal-hec.archives-ouvertes.fr/hal-00496102
Contributor : Antoine Haldemann <>
Submitted on : Tuesday, June 29, 2010 - 3:33:52 PM
Last modification on : Thursday, January 11, 2018 - 6:19:31 AM

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  • HAL Id : hal-00496102, version 1

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HEC | PARISTECH | CNRS

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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⟩

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