The fundamental review of the trading book : implications for portfolio and risk management in the banking sector
Orla Mccullagh, Mark Cummins, Sheila Killian
| 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
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| 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 | Marktrisiko | Market risk | Wertpapierhandel | Securities trading | Bankrisiko | Bank risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/jmcb.13022 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014436097