Goldman Sachs has reduced its trading exposure to commodity risk in the second quarter of 2013

Livewire News

Livewire

Goldman Sachs has reduced its trading exposure to commodity risk in the second quarter of 2013. Value-at-risk in commodities stood at $19 million per day, down from last quarter and a year ago. JPMorgan has also reported a fall in VaR in commodities consistent with declining prices for oil, metals and grains over the last quarter. Without segmented trading results for commodities, VaR is considered a key risk-reward indicator for these assets. (VIEW LINK)


Livewire News
Livewire News
Livewire

Livewire News brings you a wide range of financial insights with a focus on Global Macro, Fixed Income, Currencies and Commodities.

Expertise

No areas of expertise

I would like to

Only to be used for sending genuine email enquiries to the Contributor. Livewire Markets Pty Ltd reserves its right to take any legal or other appropriate action in relation to misuse of this service.

Personal Information Collection Statement
Your personal information will be passed to the Contributor and/or its authorised service provider to assist the Contributor to contact you about your investment enquiry. They are required not to use your information for any other purpose. Our privacy policy explains how we store personal information and how you may access, correct or complain about the handling of personal information.

Comments

Sign In or Join Free to comment