Risk-averse Dealers in a Risk-free Market – the Role of Trading Desk Risk Limits

Name: Risk-averse Dealers in a Risk-free Market – the Role of Trading Desk Risk Limits
Creator: Dan Li
Published: 2026-03-30T22:44:32.282Z
Keywords: Finance, Financial Institution

Li, Dan; Tian, Mary; Petrasek, Lubomir

doi:10.17632/ycpdgj8s9k.1

Risk-averse Dealers in a Risk-free Market – the Role of Trading Desk Risk Limits

Published: 30 March 2026| Version 1 | DOI: 10.17632/ycpdgj8s9k.1

Contributors:

Dan Li, Mary Tian, Lubomir Petrasek

Description

Replication code and pseudo data for paper "Risk-averse Dealers in a Risk-free Market – the Role of Trading Desk Risk Limits", forthcoming at Journal of Financial Economics.

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Federal Reserve Board of Governors
District of Columbia, Washington

Risk-averse Dealers in a Risk-free Market – the Role of Trading Desk Risk Limits

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