Trading Activities at Systemically Important Banks, Part 2: What Happened during Recent Risk Events?
Posted: 15 Oct 2017
There are 2 versions of this paper
Trading Activities at Systemically Important Banks, Part 2: What Happened During Recent Risk Events?
FEDS Notes No. 2017-07-10-2
Posted: 09 Jul 2021
Last Revised: 03 Jul 2021
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: 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
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