Capital Requirements for Securities Firms
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- Dr Arup Daripa & Dr. Simone Varotto, 2004.
"Ex Ante versus Ex Post Regulation of Bank Capital,"
ICMA Centre Discussion Papers in Finance
icma-dp2004-12, Henley Business School, Reading University.
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- Jeremy Berkowitz & James M. O'Brien, 2001. "How accurate are Value-at-Risk models at commercial banks?," Finance and Economics Discussion Series 2001-31, Board of Governors of the Federal Reserve System (U.S.).
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[Risk Maps of Securities Firms]," MPRA Paper 28368, University Library of Munich, Germany.
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- William Fallon, 1996. "Calculating Value-at-Risk," Center for Financial Institutions Working Papers 96-49, Wharton School Center for Financial Institutions, University of Pennsylvania.
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