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

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

James O'Brien, Jeremy Berkowitz

32 pages • missing pub info (editions)

nonfiction politics
Powered by AI (Beta)
Loading...

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-...

Read more

Community Reviews

Loading...

Content Warnings

Loading...