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Persistent link: https://www.econbiz.de/10003424668

International framework for liquidity risk measurement, standards and monitoring : consultative document

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Analysis of the trading book quantitative impact study

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Messages from the academic literature on risk measurement for the trading book

2011

This report summarises the findings of an ad hoc working group that reviewed the academic literature relevant to the regulatory framework for the trading book. This project was carried out in the first half of 2010 acting upon a request from the Trading Book Group to the Research Task Force of...