ANZ’s end-period VAR spikes to highest in a decade

Interest rate risk drives 53% surge; market risk up A$1.6bn

ANZ recorded its highest end-period figures in nearly a decade for both regulatory and management value-at-risk on March 31.

The Australian bank’s one-day regulatory VAR – the largest amount it estimates it could reasonably lose over a one-day period – was A$29.5 million ($19.4 million), the largest end-quarter amount since 2014.

!function(e,n,i,s){var d="InfogramEmbeds";var o=e.getElementsByTagName(n)[0];if(window[d]&&window[d].initialized)window[d].process&&window[d].process();else if(!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 info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net 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 Risk.net? View our subscription options

You need to sign in to use this feature. If you don’t have a Risk.net 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