Abstract:Market risk measurement of bank investment portfolios is a still problem not only among practitioners, but also among academicians. The accuracy and quality of market risk disclosures are important issues because transparency of the bank risk level encourages market control in the form of market discipline and it also improve the quality of risk management carried out internally by the bank. This research measures the quality of Value at Risk disclosures carried out by Indonesian banks. The accuracy of Valu… Show more
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