B is definitely true.
You don’t have enough information to know if A is true or untrue.
As an example, T-bank might be buying long puts and N-bank might be selling short calls. I would say N-bank’s activities were riskier, even if the VaR is less, because those short calls expose N-bank to unlimited losses.
from my opinion, VaR of T-bank is much larger than N-bank → trading activities are riskier at T-bank than N-bank