Bank commodity VAR remains muted in Q4

Bank commodity value-at-risk remains muted in Q4

 Bank commodity VAR remains muted in Q4

Difficult trading conditions and harsher capital rules have had an impact on banks active in the commodity derivatives market, with many reporting that their commodity value-at-risk declined or stayed constant in the fourth quarter of 2012.

The figures follow a trend of banks decreasing their risk in commodities over the past few years. In an effort to comply with more stringent Basel III capital rules, a number of banks have announced plans to trim risk-weighted assets (RWAs) across business

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