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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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A higher VAR

Value-at-risk capital charges at US global systemically important banks ended 2018 far higher compared with both end-September and the quarter a year ago. The aggregate VAR-based capital requirement across the eight US G-Sibs was $2.9 billion for the fourth quarter of 2018, up 23% quarter-on-quarter and 26% year-on-year.

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