Estimating Bank Trading Risk. A Factor Model Approach

James M. O'Brien and Jeremy Berkowitz

A chapter in The Risks of Financial Institutions, 2007, pp 59-91 from National Bureau of Economic Research, Inc

JEL-codes: G21 (search for similar items in EconPapers)
Date: 2007
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Citations: View citations in EconPapers (5)

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