Bank capital and value at risk
By: Patricia Jackson, David J. Maude, William Perraudin.
Contributors: Maude, David J.; Perraudin, William.; Bank of England.
Series: Working paper series -- No.79; Working paper (Bank of England) -- No.79.
Publisher: Bank of England
Published: 1998
Place of publication: London
Language: eng
Notes: Includes bibliographical references.