Goldman’s VAR drops 20% in Q4

Retreat led by commodities and interest rate risk

Goldman Sachs slashed trading risk across all asset classes but foreign exchange in the fourth quarter – the first reduction in over a year.

Value-at-risk – the most the bank estimates it could lose from trading on any given day – averaged $104 million in Q4, down by a fifth from the previous quarter, though still more than a fourth higher than a year prior.

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Commodities VAR fell the most quarter on quarter, both in absolute and percentage terms – $23 million and 40% – to $28 million

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