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Basel Market Risk Amendment |
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Basel Market Risk Amendment An amendment to the Basel Convergence Accord that allowed banks to use value-at-risk models in making internal calculations of risk. It was enacted in 1996 through the Bank for International Settlements. Want to thank TFD for its existence? Tell a friend about us, add a link to this page, add the site to iGoogle, or visit the webmaster's page for free fun content. |
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