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Wall St. and commodity risk: Morgan Stanley’s VaR dips

Posted on 18 July 2014

The quarterly earnings of Wall Street’s biggest banks offer a glimpse into the scale of their commodity trading activity through a measure of trading risk called VaR.
On Thursday, Morgan Stanley reported its commodity Value-at-Risk (VaR) fell to $19 million in the second quarter from $20 million in the first quarter and $24 million in the second quarter of 2013. VaR is the largest amount of money that the bank could lose on 95 percent of the trading days during the period………………………………………..Full Article: Source


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