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Average Daily Value at Risk
Measures the potential loss in value of trading positions, providing insight into Goldman Sachs' risk exposure and management strategies.Average Daily VaR surged in Q1 2026 after a prolonged trough, reflecting a clear step‑up in market‑risk exposure as Goldman scaled financing and equities intermediation. Management’s call confirms higher market‑risk RWAs, prime/acquisition financing growth and elevated macro volatility — all consistent with the VaR move. That raises sensitivity to trading losses and could further strain CET1 if volatility persists, so watch VaR trends alongside trading revenues and capital deployment (notably buybacks) as a gauge of risk‑capital tradeoffs.
Date | Average Daily VaR |
|---|---|
Jun 30, 2026 | $120.00M |
Mar 31, 2026 | $112.00M |
Dec 31, 2025 | $80.00M |
Sep 30, 2025 | $91.00M |
Jun 30, 2025 | $98.00M |
Mar 31, 2025 | $91.00M |
Dec 31, 2024 | $96.00M |
Sep 30, 2024 | $92.00M |
Jun 30, 2024 | $91.00M |
Mar 31, 2024 | $87.00M |