Goldman VAR dips on equities and rates risk

Goldman Sachs’s market risk declined in the second quarter, as interest rates and equity markets became calmer and the bank benefited from more dispersion between asset classes. 

The US investment bank posted an average daily value-at-risk (VAR) of $64 million in the three months to June 30, down $9 million, or 12.3%, from the previous quarter, but up 25.5%, or $13 million, from a year ago. 

Goldman’s first quarter VAR was its highest in three years, when volatility in the debt and equity

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