The impact of the Fundamental Review of the Trading Book: evaluation on a stylized portfolio

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Bibliographic Details
Published in:The journal of risk 2024-02
Main Authors: Viegas de Carvalho, Paulo, Manuel Pinheiro, Carlos, Rodrigues, Marta Sofia
Format: Article
Language:English
Online Access:Get full text
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ISSN:1465-1211
1755-2842
DOI:10.21314/JOR.2023.014