Equity VAR hovering near four-year high at US banks
Gauges of stock market risk rise 36% in just one year
The equity component of regulatory value-at-risk at the largest US banks is close to its highest level in four years, reflecting a powerful but increasingly fragile stock market rally.
Quarterly average regulatory equity VAR across US global systemically important banks (G-Sibs) totalled $657.1 million as of end-September. This was the second highest reading since the $737.5 million recorded in Q1
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