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

Posted: 15 Oct 2017

See all articles by Diana Iercosan

Diana Iercosan

Board of Governors of the Federal Reserve System

Ashish Kumbhat

Board of Governors of the Federal Reserve System

Michael Ng

Northwestern University

Jason Wu

Hong Kong Monetary Authority

Multiple version iconThere are 2 versions of this paper

Date Written: July 10, 2017

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.

Suggested Citation

Iercosan, Diana A. and Kumbhat, Ashish and Ng, Michael and Wu, Jason, Trading Activities at Systemically Important Banks, Part 2: What Happened during Recent Risk Events? (July 10, 2017). FEDS Notes No. 2017-07-10-2, Available at SSRN: https://ssrn.com/abstract=3712283 or http://dx.doi.org/10.17016/2380-7172.2024

Diana A. Iercosan (Contact Author)

Board of Governors of the Federal Reserve System ( email )

20th Street and Constitution Avenue NW
Washington, DC 20551
United States

Ashish Kumbhat

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW
Washington, DC 20551
United States

Michael Ng

Northwestern University ( email )

2001 Sheridan Road
Evanston, IL 60208
United States

Jason Wu

Hong Kong Monetary Authority ( email )

3 Garden Road, 30th Floor
Hong Kong
Hong Kong

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