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

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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⟩

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