HIGHLIGHTS
- who: Orla McCullagh from the Department of Accounting and Finance, Kemmy Business School, University of Limerick, Castletroy, Limerick , T PX, Ireland have published the research work: Decoupling VaR and regulatory capital: an examination of practitionersu2019 experience of market risk regulation, in the Journal: (JOURNAL)
- what: The authors examine bank practitioners` perspectives and experienced realities to better understand the operational relationship between internal and regulatory market risk models and between risk models and capital. The study examines the veracity of this linear assumption, whether in practice there is significant decoupling of internal and regulatory VaR/ES . . .
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