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BIS revises market risk supplement to 1988 Basle Capital Accord
by
Jacques Longerstaey
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Expanding the parametric VaR approach for the treatment of options
by
Peter Zangari
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Introducing a new tool for loading RiskMetrics data into an Excel spreadsheet
by
Scott Howard
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Lessons learned from implementing the RiskMetrics data synchronization algorithm
by
John Matero
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323 KB