Bank Trading Risk and Systemic Risk
Published Date
Copyright 2006
ISBN 9780226092850
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Copy CitationPhilippe Jorion, The Risks of Financial Institutions (University of Chicago Press, 2007), chap. 1, https://www.nber.org/books-and-chapters/risks-financial-institutions/bank-trading-risk-and-systemic-risk.
Published From Paper
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Working Paper
This paper provides an empirical analysis of the risk of trading revenues of U.S. commercial banks. We collect...