01-094/2 - Incentives for Effective Risk Management


  • Authors
    Jón Daníelsson, London School of Economics; Bjørn N. Jorgensen, Harvard Business School; Casper G. de Vries, Erasmus University Rotterdam, and NIAS
  • Publication date
    October 9, 2001
  • Keywords
    Risk management systems; Regulation; Value-at-Risk; Basel-II
  • JEL
    G21; G28