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HomeValue-at-risk

Understanding Goldman’s $687m trading loss

30 December 2024Banks, Risk CommentaryBasel rules, Federal Reserve, Goldman Sachs, Value-at-riskNick Dunbar

The bank may look profitable to shareholders, but disclosures compiled by Risky Finance made it possible to uncover the story of this trading loss at Goldman Sachs

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How Covid-19 sent a shiver through bank balance sheets

28 May 2020Bankscounterparty credit risk, credit valuation adjustment, Federal Reserve, mortgage-backed securities, quantitative easing, stress VaR, Value-at-riskNick Dunbar

In value-at-risk models, counterparty exposure and securities holdings, the impact of the pandemic appears across bank balance sheets

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Can Goldman recover its trading mojo?

9 March 2018BanksBasel III, electronic trading, Goldman Sachs, MiFID 2, P&L distribution, trading, Value-at-risk, Volcker RuleNick Dunbar

We use risk disclosures to analyse Goldman’s plunge in trading profits, and offer five reasons why revenues are unlikely to recover.

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