Goldman Sachs’ VAR averaged record $124m in Q2

Trading risk indicator surged past early pandemic readings

Goldman Sachs’ management value-at-risk averaged $124 million in the second quarter, the hottest reading since comparable figures became available in 2015, as the broker-dealer trod the line between revenue growth and higher downside risk.

One-day, 95% confidence VAR – which quantifies the most the bank can lose from trading on any given day – was up 27% quarter on quarter and 38% year on year. The quarterly average was around $2 million higher than the one recorded for Q2 2020, at the height

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