Proprietary trading losses in banks: do banks invest sufficiently in control?
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoArticle provided by Springer in its journal Annals of Finance.
Volume (Year): 3 (2007)
Issue (Month): 3 (July)
Contact details of provider:
Web page: http://www.springerlink.com/link.asp?id=112370
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
Please 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.:
- 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.
- Kyle, Albert S, 1985. "Continuous Auctions and Insider Trading," Econometrica, Econometric Society, vol. 53(6), pages 1315-35, November.
- Palomino, Frédéric & Prat, Andrea, 1999.
"Risk Taking and Optimal Contracts for Money Managers,"
CEPR Discussion Papers
2066, C.E.P.R. Discussion Papers.
- 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, F.A. & Prat, A., 1998. "Risk Taking and Optimal Contracts for Money Managers," Discussion Paper 1998-108, Tilburg University, Center for Economic Research.
- Norvald Instefjord & Patricia Jackson & William Perraudin, 1998. "Securities fraud," Economic Policy, CEPR & CES & MSH, vol. 13(27), pages 585-623, October.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Guenther Eichhorn) or (Christopher F. Baum).
If references are entirely missing, you can add them using this form.