Title:

Bank Balance Sheet Risk Allocation

Authors:

Pedro Júdice (ISCTE - Instituto Universitário de Lisboa)
Qiji Jim Zhu (Western Michigan U)

Journal:

Journal of Banking and Finance

Year:

2021

Volume:

133

JEL codes:

G2 - Financial Institutions and Services
G21 - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
G32 - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure

DOI:

10.1016/j.jbankfin.2021.106257