Goldman leads US banks on trading VAR, but not on revenue
Goldman Sachs led systemically important US banks in trading risk-of-loss estimates for Q3, but did not top the list for trading revenue. That spot was taken by JP Morgan, which is also leading in trading revenues year-to-date.
The average quarterly value-at-risk amounts, as calculated for the purpose of setting regulatory capital requirements, were: $229.2 million for Goldman Sachs, $182.3 million for Morgan Stanley, $157.8 million for JP Morgan, $98.2 million for Citi, $45.1 million for Wells
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