Value at risk (VaR) in commodities stood at $28 million per day in the fourth quarter, versus $32 million in the third quarter and $26 million in fourth quarter 2010, the Wall Street investment bank and broker said in its quarterly results.

VaR is an industry measure for the maximum amount of money a bank is willing to risk in a day for trading a particular asset class.

Stocks treated in this article : Goldman Sachs Group, Inc., Morgan Stanley