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Article
Title:
Bank Capital Regulation of Trading Portfolios: An Assessment of the Basel Framework
Authors:
Gordon Alexander
(
U Minnesota
)
Alexandre M. Baptista
(
George Washington U
)
Journal:
Journal Of Money, Credit And Banking
Year:
2017
Volume:
49
Number:
4
Pages:
603-634
JEL codes:
E32 - Business Fluctuations; Cycles
E44 - Financial Markets and the Macroeconomy
G2 - Financial Institutions and Services
G32 - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure
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