Options positions: risk management and capital requirements
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Bibliographic InfoPaper provided by Federal Reserve Bank of New York in its series Research Paper with number 9415.
Date of creation: 1994
Date of revision:
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- Ming-Yuan Leon Li & Hsiou-wei William Lin, 2004. "Estimating value-at-risk via Markov switching ARCH models - an empirical study on stock index returns," Applied Economics Letters, Taylor & Francis Journals, vol. 11(11), pages 679-691.
- Andrew Powell & Veronica Balzarotti, 1997.
"Capital Requirements for Latin American Banks in Relation to their Market Risks: The Relevance of the Basle 1996 Amendment to Latin America,"
Research Department Publications
4072, Inter-American Development Bank, Research Department.
- Andrew Powell & Verónica Balzarotti, 1997. "Capital Requirements for Latin American Banks in Relation to their Market Risks: The Relevance of the Basle 1996 Amendment to Latin America," IDB Publications 5798, Inter-American Development Bank.
- Andrew Powell & Veronica Balzarotti, 1997. "Requisitos de capital de los bancos latinoamericanos en relación con sus niveles de riesgo de mercado: importancia de la Enmienda de Basilea de 1996 para América Latina," Research Department Publications 4073, Inter-American Development Bank, Research Department.
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