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How Banks' Value-at-Risk Disclosures Predict their Total and Priced Risk: Effects of Bank Technical Sophistication and Learning over Time

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1997

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Quantitative Disclosures of Market Risk in the SEC Release.

77 cited

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2015Derivatives disclosure in corporate annual reports: bank analysts' perceptions of usefulness21 cited
2016Derivatives usage, securitization, and the crash sensitivity of bank stocks21 cited
2018Does SEC FRR No. 48 Disclosure Communicate Risk Management Effectiveness?18 cited
2006The Impact of Excluding Nonfinancial Exposure on the Usefulness of Foreign Exchange Sensitivity-Analysis Risk Disclosures15 cited