The implementation of value-at-risk (VaR) in Israel’s banking system

Ben Z Schreiber, Zvi Wiener, David Zaken

Research output: Contribution to journal › Article

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@article{903f653c0a084bffa84c91ee98d0e7cb,

title = "The implementation of value-at-risk (VaR) in Israel{\textquoteright}s banking system",

author = "Schreiber, {Ben Z} and Zvi Wiener and David Zaken",

year = "1999",

month = dec,

language = "אנגלית",

volume = "7",

pages = "61--87",

journal = "Banking review",

issn = "0792-0385",

publisher = "Bank of Israel",

}