Evaluating different Value-at-Risk calculation methods: Are the Hong Kong Listed Banks’Market Risk Disclosures consistent with the performance?
This paper studies the quality of Hong Kong listed banks’ market risk Value-at-Risk (VaR) disclosure; of which the Hong Kong stock market contains the diversity of Chinese state-owned banks, international banks with English history, and some Hong Kong local banks. Therefore, focusing on the Hong Kon...
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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/25054/ |