Goldman VAR drops again in third quarter

Trading risk at Goldman Sachs fell for the third consecutive quarter following reduced demand for bonds and equities handled by the investment bank.

The firm’s average daily value-at-risk (VAR) dropped $11 million (17%) to $53 million at end-September, its lowest since the year-ago quarter. 

Of total VAR, interest rate risk dropped to $41 million from $48 million, equity price risk to $28 million from $33 million, and commodity risk to $10 million from $13 million.

Currency rate risk increased

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