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Value-At-Risk Disclosures And The Implications On Bank Stakeholders

In: Banking And Capital Markets New International Perspectives

Author

Listed:
  • Jason Ball

    (Ernst & Young, Australia)

  • Victor Fang

    (Monash University, Australia)

Abstract

The following sections are included:IntroductionMarket Risk and Value-at-Risk DisclosuresRelated Literature and Hypothesis DevelopmentFlow-On Effects of VaRFirm-Specific Determinants of VaRData and MethodologySampleAdditional VariablesHypothesis 2Hypothesis 3Hypothesis 4Empirical ResultsHypothesis 1Hypothesis 2Hypothesis 3Hypothesis 4ConclusionEndnotesAcknowledgmentReferences

Suggested Citation

  • Jason Ball & Victor Fang, 2010. "Value-At-Risk Disclosures And The Implications On Bank Stakeholders," World Scientific Book Chapters, in: Lloyd P Blenman & Harold A Black & Edward J Kane (ed.), Banking And Capital Markets New International Perspectives, chapter 1, pages 3-27, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789814273619_0001
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    Cited by:

    1. Kathrin Kureck & Susanne Homölle, 2018. "Individuals’ Perception and Processing of Risk Information: Exploratory Evidence from Germany," Schmalenbach Business Review, Springer;Schmalenbach-Gesellschaft, vol. 70(3), pages 255-284, July.

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