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A review of the fundamentals o...
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Bracing for the FRTB : capital, business and operational impact
Farag, Hany M.
- In:
Journal of securities operations & custody
9
(
2017
)
2
,
pp. 160-177
Persistent link: https://www.econbiz.de/10011848146
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A review of the fundamentals of the Fundamental Review of the Trading Book II : asymmetries, anomalies, and simple remedies
Farag, Hany M.
- In:
Journal of risk
20
(
2017/2018
)
6
,
pp. 99-128
Persistent link: https://www.econbiz.de/10011962426
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