Trading book and credit risk: How fundamental is the Basel review?

Jean-Paul Laurent (), Michael Sestier and Stéphane Thomas
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Jean-Paul Laurent: PRISM Sorbonne - Pôle de recherche interdisciplinaire en sciences du management - UP1 - Université Paris 1 Panthéon-Sorbonne
Michael Sestier: PRISM Sorbonne - Pôle de recherche interdisciplinaire en sciences du management - UP1 - Université Paris 1 Panthéon-Sorbonne
Stéphane Thomas: Phast Solutions

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Date: 2016-12
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Published in Journal of Banking and Finance, 2016, 73, pp.211-223. ⟨10.1016/j.jbankfin.2016.07.002⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-03676300

DOI: 10.1016/j.jbankfin.2016.07.002

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