Trading Activities at Systemically Important Banks, Part 2: What Happened during Recent Risk Events?

Diana A. Iercosan, Ashish Kumbhat, Michael Ng and Jason Wu ()
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Diana A. Iercosan: https://www.federalreserve.gov/econres/diana-a-iercosan.htm

No 2017-07-10-2, FEDS Notes from Board of Governors of the Federal Reserve System (U.S.)

Abstract: As documented in the FEDS Notes article "Trading Activities at Systemically Important Banks, Part 1: Recent Trends in Trading Performance," trading performance at systemically important banks, measured by trading revenue per dollar of value-at-risk (VaR) committed, has trended up over the past few years.

Date: 2017-07-10
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Persistent link: https://EconPapers.repec.org/RePEc:fip:fedgfn:2017-07-10-2

DOI: 10.17016/2380-7172.2024

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