Value At Risk (VaR) League Table

Research undertaken by CSFB has identified which firms had the largest appetite for risk in the quarter ended June, 2005. The firm's research shows a breakdown of Value at Risk for each bank (which is basically a measure used to estimate how the value of an asset or a portfolio of assets could decrease over a certain time period under unusual conditions). Here's the league table:

1. UBS - $154m

2. Citigroup - $113m

3. JP Morgan - $112m

4. Morgan Stanley - $97m

5. Deutsche Bank - $84m

6. Goldman Sachs - $83m

7. Merrill Lynch - $47m

=8. CSFB - $44m

=8. BNP Paribas - $44m

10. Lehman Brothers - $42m

11. Societe Generale - $30m

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