The fundamental review of the trading book : implications for portfolio and risk management in the banking sector
Year of publication: |
2023
|
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Authors: | McCullagh, Orla ; Cummins, Mark ; Killian, Sheila |
Published in: |
Journal of money, credit and banking : JMCB. - Oxford : Wiley-Blackwell, ISSN 1538-4616, ZDB-ID 2010422-4. - Vol. 55.2023, 7, p. 1785-1816
|
Subject: | Basel III | Fundamental Review of the Trading Book | market risk | P&L attribution tests | portfolio management | value-at-risk | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Basler Akkord | Basel Accord | Risikomaß | Risk measure | Bankrisiko | Bank risk | Kreditrisiko | Credit risk |
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