@inbook{NBERc9606,
 Crossref = "NBERcare06-1",
 title = "Estimating Bank Trading Risk. A Factor Model Approach",
 author = "James M. O'Brien and Jeremy Berkowitz",
 BookTitle = "The Risks of Financial Institutions",
 Publisher = "University of Chicago Press",
 pages = "59-102",
 year = "2007",
 month = "January",
 URL = "http://www.nber.org/chapters/c9606",
}
@book{NBERcare06-1,
 title = "The Risks of Financial Institutions",
 author = "Mark Carey and René M. Stulz",
 institution = "National Bureau of Economic Research",
 type = "Book",
 publisher = "University of Chicago Press",
 year = "2006",
 URL = "http://www.nber.org/books/care06-1",
}