Estimating Bank Trading Risk. A Factor Model Approach

James M. O'Brien & Jeremy Berkowitz
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
Financial Institutions

Published From Paper

Estimating Bank Trading Risk: A Factor Model Approach
- Working Paper
Risk in bank trading portfolios and its management are potentially important to the banks' soundness and to the...

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