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Pederzoli, C., Torricelli, C. (2019). The impact of the fundamental review of the trading book: a preliminary assessment on a stylized portfolio [Working paper].

The impact of the fundamental review of the trading book: a preliminary assessment on a stylized portfolio

Pederzoli,C;
2019
Working paper
CEFIN Working Papers
trading portfolio, VaR, Expected Shortfall, bank regulation
English
2019
CEFIN Working Papers n. 75
ISSN 2282-8168
Pederzoli, C., Torricelli, C. (2019). The impact of the fundamental review of the trading book: a preliminary assessment on a stylized portfolio [Working paper].
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10281/269197
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