Bank Trading Risk and Systemic Risk

Philippe Jorion
Published Date
Copyright 2006
ISBN 978-0-226-09285-0
The Risks of Financial Institutions
Book: The Risks of Financial Institutions
Book editors: Mark Carey & René M. Stulz
PUBLISHER: University of Chicago Press
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Topics

Financial Economics
Portfolio Selection and Asset Pricing
Financial Institutions

Published From Paper

Bank Trading Risk and Systemic Risk
- Working Paper
This paper provides an empirical analysis of the risk of trading revenues of U.S. commercial banks. We collect...

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