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Risk Management in the Chilean Banking Industry: The VaR Revolution

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  • José Miguel Cruz

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  • José Miguel Cruz, 2003. "Risk Management in the Chilean Banking Industry: The VaR Revolution," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 40(121), pages 752-759.
    • Handle: RePEc:ioe:cuadec:v:40:y:2003:i:121:p:752-759
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    File URL: http://www.economia.uc.cl/docs/121cruza.pdf
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    References listed on IDEAS

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    1. Nelson, Charles R & Siegel, Andrew F, 1987. "Parsimonious Modeling of Yield Curves," The Journal of Business, University of Chicago Press, vol. 60(4), pages 473-489, October.
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