Trading book and credit risk: How fundamental is the Basel review?

Jean-Paul Laurent; Michael Sestier; Stéphane Thomas

doi:10.1016/j.jbankfin.2016.07.002

Journal articles

Trading book and credit risk: How fundamental is the Basel review?

Jean-Paul Laurent ¹ Michael Sestier ¹ Stéphane Thomas ²

1 PRISM Sorbonne - Pôle de recherche interdisciplinaire en sciences du management

2 Phast Solutions

Document type :

Journal articles

Domain :

Quantitative Finance [q-fin] / Computational Finance [q-fin.CP]

Quantitative Finance [q-fin] / Risk Management [q-fin.RM]

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https://hal-paris1.archives-ouvertes.fr/hal-03676300
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Submitted on : Monday, May 23, 2022 - 5:52:06 PM
Last modification on : Wednesday, September 28, 2022 - 4:18:43 PM

Trading book and credit risk: How fundamental is the Basel review?

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Trading book and credit risk: How fundamental is the Basel review?

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