Tariffs turmoil propels Deutsche’s SVAR to record €490m
Stressed risk gauge surpasses prior high by €25 million
Deutsche Bank’s stressed value-at-risk (SVAR) hit its highest level on record in the second quarter, just six months after the previous peak.
The bank’s 10-day SVAR – a core component of modelled market risk capital requirements – reached €490 million ($574 million) at the start of April, surpassing the mid-Q3 2024 high by €25 million (5.3%). At the end of June, the spot figure was €452 million.
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