Proprietary trading losses in banks: do banks invest sufficiently in control?

DOI10.1007/S10436-006-0053-ZzbMath1233.91205OpenAlexW2130563347MaRDI QIDQ665781

Norvald Instefjord, Kouji Sasaki

Publication date: 6 March 2012

Published in: Annals of Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10436-006-0053-z

zbMATH Keywords

value-at-riskliquidityoperational risk

Mathematics Subject Classification ID

Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Corporate finance (dividends, real options, etc.) (91G50)

Cites Work

• Continuous Auctions and Insider Trading

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