Relevant:
- Banks Lose $836 Million in First Annual Loss in Derivatives
- Is A Case Of Quant Trading Sabotage About To Destroy Goldman Sachs?
- KKR Hires Goldman Prop. Traders For Hedge Fund Launch
- Goldman Sachs Demands Derivatives Collateral It Won’t Dish Out
- Goldman Sachs Tells SEC Dark Pools, Short Sales Help Cut Costs
2009-06-26 — blogspot.com
"Also note the astronomic increase in VaR across the non-Goldman banks. Including GS on this table would demonstrate just how leveraged to market swings traders are at this point, and just how much of a neutron bomb a big drop in the market would be for trading portfolios."
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