BNP Paribas’ VAR hit 12-year high in Q1

- Lorenzo Migliorato
- 04 May 2021

French bank BNP Paribas’ trading value-at-risk measure averaged €55 million ($66 million) over the first quarter, its highest level since Q4 2009, when the lender was grappling with the aftershocks of the global financial crisis.

The Q1 VAR reading was 22% higher than that for Q4 2020 and 2% up on Q2 2020, when the coronavirus crisis first threw markets into a spin.

Equities VAR jumped the most

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