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The fundamental review of the trading book : implications for portfolio and risk management in the banking sector
McCullagh, Orla; Cummins, Mark; Killian, Sheila - In: Journal of money, credit and banking : JMCB 55 (2023) 7, pp. 1785-1816
Persistent link: https://www.econbiz.de/10014436097
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Decoupling VaR and regulatory capital : an examination of practitioners' experience of market risk regulation
McCullagh, Orla; Cummins, Mark; Killian, Sheila - In: Journal of banking regulation 24 (2023) 3, pp. 321-336
Persistent link: https://www.econbiz.de/10014326959