Finance and Economics Discussion Series: How Accurate Are Value-At-Risk Models at Commercial Banks by Jeremy Berkowitz, James O'Brien

Finance and Economics Discussion Series: How Accurate Are Value-At-Risk Models at Commercial Banks

Jeremy Berkowitz, James O'Brien

32 pages missing pub info (editions)

nonfiction politics
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Description

In recent years, the trading accounts at large commercial banks have grown substantially and become progressively more diverse and complex. We provide descriptive statistics on the trading revenues from such activities and on the associated Value-...

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