Trading risks lurched higher at top US dealers in Q2
Bank of America and Morgan Stanley saw VAR levels surge over 50%
Top US banks’ trading loss estimates surged over the three months to end-June.
Average trading value-at-risk more than doubled quarter-on-quarter at JP Morgan, to $128 million.
Goldman Sachs’ VAR climbed 51% to $122 million in Q2, and Morgan Stanley’s 50% to $60 million.
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