Estimating bank trading risk - A factor model approach

被引：0

作者：

O'Brien, James ^{[1
]}

Berkowitz, Jeremy ^{[1
]}

机构：

[1] Fed Reserve Board, Div Res & Stat, Washington, DC 20551 USA

来源：

Risks of Financial Institutions | 2006年

关键词：

D O I：

暂无

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：59 / 101

页数：43

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