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


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.

https://doi.org/10.17016/2380-7172.2024

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File(s): File format is text/html https://www.federalreserve.gov/econres/notes/feds-notes/trading-activities-at-systemically-important-banks-part-2-what-happened-during-recent-risk-events-20170710.htm

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Bibliographic Information

Provider: Board of Governors of the Federal Reserve System (U.S.)

Part of Series: FEDS Notes

Publication Date: 2017-07-10

Number: 2017-07-10-2