Bank Trading Risk and Systemic Risk
收藏NBER2005-01-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w11037
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资源简介：
This paper provides an empirical analysis of the risk of trading revenues of U.S. commercial banks. We collect quarterly data on trading revenues, broken down by business line, as well as the Value at Risk-based market risk charge. The overall picture from these preliminary results is that there is
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美国国家经济研究局创建时间：
2005-01-01
