Proprietary trading losses in banks: do banks invest sufficiently in control?
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Bibliographic Info
Article provided by Springer in its journal Annals of Finance.
Volume (Year): 3 (2007)
Issue (Month): 3 (July)
Pages: 329-350
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Web page: http://www.springerlink.com/link.asp?id=112370
Related research
Keywords: Liquidity; Operational risk; Value-at-risk; G21; G38;Find related papers by JEL classification:
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G38 - Financial Economics - - Corporate Finance and Governance - - - Government Policy and Regulation
References
References listed on IDEASPlease report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Palomino, F. & Prat, A., 1998.
"Risk taking and optimal contracts for money managers,"
Discussion Paper
1998-108, Tilburg University, Center for Economic Research.
- Palomino, Frederic & Prat, Andrea, 2003. " Risk Taking and Optimal Contracts for Money Managers," RAND Journal of Economics, The RAND Corporation, vol. 34(1), pages 113-37, Spring.
- Palomino, Frédéric & Prat, Andrea, 1999. "Risk Taking and Optimal Contracts for Money Managers," CEPR Discussion Papers 2066, C.E.P.R. Discussion Papers.
- Kyle, Albert S, 1985. "Continuous Auctions and Insider Trading," Econometrica, Econometric Society, vol. 53(6), pages 1315-35, November.
- Danielsson, Jon & Jorgensen, Bjorn N. & de Vries, Casper G., 2002.
"Incentives for effective risk management,"
Journal of Banking & Finance,
Elsevier, vol. 26(7), pages 1407-1425, July.
- J�n Dan�elsson & Bj�rn N. Jorgensen & Casper G. de Vries, 2001. "Incentives for Effective Risk Management," Tinbergen Institute Discussion Papers 01-094/2, Tinbergen Institute.
- Norvald Instefjord & Patricia Jackson & William Perraudin, 1998. "Securities fraud," Economic Policy, CEPR & CES & MSH, vol. 13(27), pages 585-623, October.
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