Bank trading risk and systemic risk
By: Philippe Jorion.
Contributors: National Bureau of Economic Research.
Series: NBER working paper series -- no. 11037.; Working paper series (National Bureau of Economic Research) -- working paper no. 11037.
Publisher: National Bureau of Economic Research
Published: 2005
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 36
Subjects: Investments -- Econometric models; Banks and banking -- United States
Notes: "January 2005."

Includes bibliographical references (p. 26-28).

Also available in PDF from the NBER world wide web site (www.nber.org).