The Accuracy and Disclosure of VaR by banks : Evidence from the UK
The recent global financial crises resulted in an increased attention on the risks of banks and their financial instruments. This study therefore examines the disclosure and accuracy of market risk with specific reference to the measure Value at risk (VaR) among the five major UK banks over the samp...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2011
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| Online Access: | https://eprints.nottingham.ac.uk/24949/ |