Disclosure of the value at risk (VaR) before the crisis in the Spanish banking sector

Risk management has assumed great importance in financial institutions. Banks disclose their exposure to market risks in the form of value-at-risk (VaR). This paper evaluates the disclosure of this risk management measure in the Spanish banking sector prior to the Spanish crisis started in 2008. Bas...

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Autores:
Pablo Farías
Tipo de recurso:
Fecha de publicación:
2019
Institución:
Universidad EAFIT
Repositorio:
Repositorio EAFIT
Idioma:
spa
OAI Identifier:
oai:repository.eafit.edu.co:10784/13946
Acceso en línea:
http://hdl.handle.net/10784/13946
Palabra clave:
Value at risk
spanish banking sector
risk management
financial reporting
annual report
Valor en riesgo
sector bancario español
gestión del riesgo
información financiera
reporte anual.
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License
Copyright © 2014 Pablo Farías