US banks’ VAR breaches up 2.5x in 2022

‘Hypothetical’ one-day losses exceeded VAR on 55 occasions, as losing trading days prevail

The US’s top dealers logged more overnight trading losses than wins during 2022, breaching value-at-risk estimates on 55 occasions – two-and-a-half times as often as the previous year.

On average, the 28 domestic and foreign-owned banks in the US analysed by Risk Quantum saw 133 days during the year when the ‘hypothetical’ trading result was in the red, versus 120 days of wins. The losing-day count was on a par with 2018, and up from 129 in 2021.

!function(e,i,n,s){var t="InfogramEmbeds",d=e

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 or view our subscription options here:

You are currently unable to copy this content. Please contact to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to View our subscription options

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here