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VAR off

State Street and the US units of BNP Paribas and Credit Suisse all reported value-at-risk backtesting exceptions in the third quarter of the year, as a result of larger-than-expected trading losses. The US custody bank experienced one day during the three months to end-September in which trading losses exceeded its VAR model estimates. BNP Paribas USA incurred two breaches, while Credit Suisse Holdings (USA) suffered one.

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