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

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https://hal-paris1.archives-ouvertes.fr/hal-03676300
Contributor : Jean-Paul LAURENT Connect in order to contact the contributor
Submitted on : Monday, May 23, 2022 - 5:52:06 PM
Last modification on : Wednesday, September 28, 2022 - 4:18:43 PM

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Jean-Paul Laurent, Michael Sestier, Stéphane Thomas. Trading book and credit risk: How fundamental is the Basel review?. Journal of Banking and Finance, 2016, 73, pp.211-223. ⟨10.1016/j.jbankfin.2016.07.002⟩. ⟨hal-03676300⟩

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