Browsing Faculty Publications (Bibliographic) by Subject "Value at risk"

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    • Swiss Roll (B) 

      Varma, Jayanth R.; Virmani, Vineet (Indian Institute of Management Ahmedabad, 2016-07-07)
      In the aftermath of global financial crisis of 2008 and the ensuing capital flows into Switzerland, the Swiss National Bank (SNB) decided to peg Swiss Franc (CHF) to the Euro (EUR), and announced that it would not let CHF ...