Chicago Fed Letter

• The Economics of Disclosure Requirements for Derivatives
  James T. Moser, Subu Venkataraman | 1996 | No. 110 | October
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• Bank Capital for Market Risk: A Study in Incentive-compatible Regulation
  David Marshall, Subu Venkataraman | 1996 | No. 104 | April
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Economic Perspectives

• Value at risk for a mixture of normal distributions: The use of quasi-Bayesian estimation techniques
  Subu Venkataraman | 1997 | Vol. 21 | March | 2nd Quarter
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Working Papers

• Bank Capital Standards for Market Risk: A Welfare Analysis
  Subu Venkataraman | 1997 | No. 1997-09
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