SocGen cut trading VAR by a third in Q4

Trading risk gauge shrinks to lowest in 17 years

Societe Generale’s average trading value-at-risk fell by a third to a record low in the fourth quarter, seemingly defying the bouts of volatility that increased market risk at some of its European peers.

One-day trading VAR – a measure of the most the bank’s trading desk stands to lose on any given day – averaged €10 million ($8.4 million) over the quarter, down from €15 million through Q3 and the lowest since Q1 2007, the earliest period for which public disclosures are available.




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