ACI Examines Impact Of Single European Currency On VAR Models
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.
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