Trading VAR leapt higher across EU banks in Q2

Top European banks’ trading loss estimates surged over the three months to end-June. Of the seven systemic eurozone lenders that reported figures for Q2, the mean quarter-on-quarter increase was a whopping 61%. 

BNP Paribas posted the highest average trading value-at-risk (VAR) amount for Q2, with €54 million, an increase of 54% quarter-on-quarter. Deutsche Bank’s came in a close second, at €43 million, up 79%.

ING posted an average of €39 million, up 82%. Societe Generale’s increased 54% to

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: