Factbox: Wall Street and commodity risk - Goldman measure jumps in second quarter

(Reuters) - Goldman Sachs Group Inc'S commodity market trading risk measure, known as Value-at-Risk (VaR), rose to its highest in 18 months in the three months through June, the bank said on Tuesday, as the Wall Street bank reported higher revenue from trading industrial and raw materials from oil to copper. The VaR is a risk-reward indicator that measures the commodities exposure of Wall Street banks. The news came as Goldman reported better-than-expected quarterly results.