Trading Activities at Systemically Important Banks, Part 2: What Happened during Recent Risk Events?
Posted: 15 Oct 2017
Date Written: July 10, 2017
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: Suggested Citation