Crédit Agricole VAR hits highest since 2010

- By Lorenzo Migliorato
- 16 Nov 2022

Tweet
Facebook
LinkedIn
Save this article
Send to
Print this page

Crédit Agricole recorded the hottest value-at-risk reading in 12 years in the third quarter, on the back of rising fixed income and credit risk.

One-day VAR – management’s gauge of the most the trading desk could lose on any given day – hit a peak of €27 million ($27.4 million) during the quarter, 50% above the zenith for Q2 and the highest since the €47 million recorded in Q2 2010.

!function(e,i,n,s){var t="InfogramEmbeds",d=e.getElementsByTagName("script")[0];if(window[t]&&window[t]

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 info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to print this content. Please contact info@risk.net to find out more.

You are currently unable to copy this content. Please contact info@risk.net to find out more.

You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email info@risk.net

You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email info@risk.net