Barcap increases commodities appetite

Gross value-at-risk (VaR) increased from an average of £67.5 million per day in 2006 to an average of £74 million in H1 2007, a rise of 9.6%. Net VaR after diversification effects rose by around 6% from £37.1 million to £39.3 million.

“Increasing portfolio diversification has therefore been crucial to holding down the overall estimated VaR within the proprietary trading business,” says John Kemp, an economist with Sempra Commodities. “It helps explain Barclays Capital’s strong appetite for

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The new rules of market risk management

Amid 2020’s Covid-19-related market turmoil – with volatility and value-at-risk (VAR) measures soaring – some of the world’s largest investment banks took advantage of the extraordinary conditions to notch up record trading revenues. In a recent Risk.net…

ETF strategies to manage market volatility

Money managers and institutional investors are re-evaluating investment strategies in the face of rapidly shifting market conditions. Consequently, selective genres of exchange-traded funds (ETFs) are seeing robust growth in assets. Hong Kong Exchanges…

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