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Decoupling VaR and regulatory capital: an examination of practitioners' experience of market risk regulation

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Author
Dr. Orla McCullagh
Full Professor. Sheila Killian
Authors
McCullagh O.;Cummins M.;Killian S.
Year of Publication
2022
Journal
Journal Of Banking Regulation
DOI
10.1057/s41261-022-00199-z
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