ACI Examines Impact Of Single European Currency On VAR Models

METHODS & REGULATIONS

GENEVA--The ACI Foundation, the research arm of the ACI: The Financial Markets Association, is poised to publish a research paper examining the impact of the impending single European currency on regulatory VAR models. An executive summary of the 56-page paper, authored by Christopher Brooks, Brian Scott-Quinn and Julian Walmsley, was presented to delegates at the ACI's Forex '98 conference held in Geneva last week.

According to rules set out by the Basle Committee of the Bank for

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