The impact of the Fundamental Review of the Trading Book : evaluation on a stylized portfolio
Paulo Viegas de Carvalho, Carlos Manuel Pinheiro and Marta Sofia Rodrigues
| Year of publication: |
2024
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|---|---|
| Authors: | Carvalho, Paulo Viegas de ; Pinheiro, Carlos Manuel ; Rodrigues, Marta Sofia |
| Published in: |
Journal of risk : JOR. - London : Infopro Digital Risk, ISSN 1755-2842, ZDB-ID 2091446-5. - Vol. 26.2024, 3, p. 49-73
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| Subject: | capital requirement | Basel Committee on Banking Supervision (BCBS) | trading book | Fundamental Review of the Trading Book (FRTB) | market risk | Portfolio-Management | Portfolio selection | Basler Akkord | Basel Accord | Welt | World | Marktrisiko | Market risk | Wertpapierhandel | Securities trading | Bankenaufsicht | Banking supervision |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JOR.2023.014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014487325