Título:

Bank Balance Sheet Risk Allocation

Autores:

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

Revista:

Journal of Banking and Finance

Ano:

2021

Volume:

133

Códigos JEL:

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