Morgan Stanley’s VAR averaged $61m in Q3

- By Alessandro Aimone
- @aimoneale
- 17 Oct 2022

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Trading risk at Morgan Stanley rose for the second consecutive quarter in Q3, hitting the highest level since the beginning of last year.

Daily value-at-risk – management’s gauge of the most the trading desk could lose on any given day – averaged $61 million during the three months to end-September. This was up 33% quarter on quarter and 36% year on year.

It was the second-hottest reading since 2013, just behind an average VAR of $69 million recorded in Q1 2021.

What is it?

Value-at

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