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]

Complete list of metadata

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 : Monday, June 13, 2022 - 11:06:09 AM

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

Links full text

Identifiers

Collections

Citation

Export

Metrics

0

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

Links full text

Identifiers

Collections

Citation

Export

Share

Metrics

0