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

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Published in:The journal of risk 2024-02
Main Authors: Viegas de Carvalho, Paulo, Manuel Pinheiro, Carlos, Rodrigues, Marta Sofia
Format: Article
Language:English
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container_title The journal of risk
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creator Viegas de Carvalho, Paulo
Manuel Pinheiro, Carlos
Rodrigues, Marta Sofia
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doi_str_mv 10.21314/JOR.2023.014
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title The impact of the Fundamental Review of the Trading Book: evaluation on a stylized portfolio
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