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 Journal of Banking and Finance Year : 2016

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

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Jean-Paul Laurent

Function : Author
PersonId : 754722
IdHAL : jean-paul-laurent
ORCID : 0000-0001-9463-7464

Pôle de recherche interdisciplinaire en sciences du management

Michael Sestier

Function : Author

Pôle de recherche interdisciplinaire en sciences du management

Stéphane Thomas

Function : Author

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Quantitative Finance [q-fin] Computational Finance [q-fin.CP] Quantitative Finance [q-fin] Risk Management [q-fin.RM]

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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

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hal-03676300 , version 1 (23-05-2022)

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HAL Id : hal-03676300 , version 1
DOI : 10.1016/j.jbankfin.2016.07.002

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

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