VALUE AT RISK : USES AND ABUSES by Christopher L . Culp , CP Risk Management LLC , Merton

  • C. Culp, Andrea M. P. Neves
  • Published 1998


Commission began to require risk disclosures by all public companies. One approved format for these mandatory financial risk disclosures is VAR. For a critical assessment of the SEC's risk disclosure rule, see Merton H. Miller and Christopher L. Culp, " The SEC's Costly Disclosure Rules, " Wall Street Journal (June 22, 1996). 2. This presupposes, of course… (More)


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