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Value at risk and precommitment: approaches to market risk regulation

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  • Arupratan Daripa
  • Simone Varotto

Abstract

This paper was presented at the conference \\"Financial services at the crossroads: capital regulation in the twenty-first century\\" as part of session 4, \\"Incentive-compatible regulations: views on the precommitment approach.\\" 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.

Suggested Citation

  • Arupratan Daripa & Simone Varotto, 1998. "Value at risk and precommitment: approaches to market risk regulation," Economic Policy Review, Federal Reserve Bank of New York, vol. 4(Oct), pages 137-143.
    • Handle: RePEc:fip:fednep:y:1998:i:oct:p:137-143:n:v.4no.3
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    References listed on IDEAS

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    2. Marcello Spanò, 2013. "Theoretical explanations of corporate hedging," International Journal of Business and Social Research, MIR Center for Socio-Economic Research, vol. 3(7), pages 84-102, July.

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