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Risk Quantum finds insights in data. The service tracks the public disclosures of over 120 banks, funds, insurers, corporates, and central counterparties – as well as reports from prudential and markets regulators – in Asia, Europe and North America.

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VAR north

Morgan Stanley’s average daily trading value-at-risk gauge surged to its highest level in eight years over the three months to end-March, a period that ended with wild stock market swings following the meltdown of family office Archegos Capital Management. One-day VAR averaged $69 million in Q1, up from $55 million the previous quarter and the highest since the $72 million disclosed for Q1 2013.

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