Título:

Bank Capital Regulation of Trading Portfolios: An Assessment of the Basel Framework

Autores:

Gordon Alexander (U Minnesota)
Alexandre M. Baptista (George Washington U)

Revista:

Journal of Money, Credit and Banking

Ano:

2017

Volume:

49

Número:

4

Páginas:

603-634

Códigos JEL:

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