Trading VAR leapt higher across EU banks in Q2
Average VAR across seven systemic lenders increased 61% quarter-on-quarter
Top European banks’ trading loss estimates surged over the three months to end-June. Of the seven systemic eurozone lenders that reported figures for Q2, the mean quarter-on-quarter increase was a whopping 61%.
BNP Paribas posted the highest average trading value-at-risk (VAR) amount for Q2, with €54 million, an increase of 54% quarter-on-quarter. Deutsche Bank’s came in a close second, at €43 million, up 79%.
ING posted an average of €39 million, up 82%. Societe Generale’s increased 54% to
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