Control without limits : why the "fundamental review of trading books" is a good step forward and how it could go further
Cyril Godart
Year of publication: |
2015
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Authors: | Godart, Cyril |
Published in: |
Journal of risk management in financial institutions. - London : Henry Stewart Publ., ISSN 1752-8887, ZDB-ID 2416788-5. - Vol. 8.2015, 3, p. 297-307
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Subject: | Basel | RORAC | derivatives | hedging strategy | liquidity risk | market risk | risk framework | Hedging | Derivat | Derivative | Risikomanagement | Risk management | Basler Akkord | Basel Accord | Portfolio-Management | Portfolio selection | Bankrisiko | Bank risk | Marktrisiko | Market risk | Theorie | Theory | Wertpapierhandel | Securities trading | Risiko | Risk |
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