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

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here:

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: