
Detemining Foreign Exchange Risk and Bank Capital Requirements
Author(s) -
Michael Leahy
Publication year - 1991
Publication title -
international finance discussion papers
Language(s) - English
Resource type - Journals
eISSN - 2767-4509
pISSN - 1073-2500
DOI - 10.17016/ifdp.1991.400
Subject(s) - measure (data warehouse) , standard deviation , exchange rate , nonparametric statistics , econometrics , capital (architecture) , risk measure , capital requirement , portfolio , economics , statistics , mathematics , computer science , financial economics , finance , microeconomics , incentive , archaeology , database , history