Risk Quantum/Barclays
November VAR breach keeps Barclays in amber zone
UK bank logged five backtesting exceptions in 2025, keeping model in penalty band
Bank of America leaps to fourth on global OTC derivatives ranking
Bank overtakes BNP Paribas, Morgan Stanley, Goldman and Citi with €8.3 trillion expansion in 2024
Barclays logs five VAR breaches amid tariff turmoil
Bank’s regulatory VAR model loses green status for the first time since 2018
Barclays edges past BofA in client swap margin
UK bank reclaims fifth spot in FCM ranking as margin tops $21bn
Global OTC derivatives jump €72trn in 2024
Europe, UK, Canada and China hit record highs, while US banks pull back
China’s top banks bulk up liquidity as global peers trim buffers
US G-Sibs continue to trail with lowest median LCR since 2021
UniCredit tops Europe’s VAR breach leaderboard in 2024
Swedbank, Commerzbank and SocGen among model users repeatedly blindsided by volatility
Barclays’ SVAR hits record high in 2024
Macro and equities drive end-year spike, but market RWAs decline
Goldman chalks up highest VAR breach since pandemic
Nine breaches in total across 34 banks in Q3