Building a coherent risk measurement and capital optimisation model for financial firms
This paper was presented at the conference "Financial services at the crossroads: capital regulation in the twenty-first century" as part of session 5, "International capital allocation at financial institutions." The conference, held at the Federal Reserve Bank of New York on February 26-27, 1998, was designed to encourage a consensus between the public and private sectors on an agenda for capital regulation in the new century.
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Volume (Year): (1998)
Issue (Month): Oct ()
Pages: 171-182
| Handle: | RePEc:fip:fednep:y:1998:i:oct:p:171-182:n:v.4no.3 |
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