ACI Publishes Report Into VAR Implications Of Single Currency
LONDON--The ACI Foundation, the research arm of the ACI: The Financial Markets Association, has published its long-awaited report examining the impact of the single European currency on banks' risk management models. The paper presents a comprehensive review of how financial institutions are adjusting their VAR models to cope with the euro, covering theoretic approaches and practical solutions.
David Clarke, chairman of the ACI's business development committee, led the project on behalf of the
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