The Accuracy and Disclosure of VaR by banks : Evidence from the UK

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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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Bibliographic Details
Main Author:	Nassar, Dalia/D.N
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2011
Online Access:	https://eprints.nottingham.ac.uk/24949/

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