Subject: Record number of US banks turned to riskless assets in Q1

DATA INSIGHTS, DELIVERED DAILY

Record number of US banks turned to riskless assets in Q1

Western Alliance leads pack with doubling of exposures in 0% bucket

28 May 2024 | Data

Risk Quantum

Cleared rate for CDSs dropped in H2 2023

Record five-percentage point decline driven by multi-name contracts

24 May 2024 | Data

Risk Quantum

ABN Amro takes €1.7bn RWA add-on from credit models rejig

Just over 40% of credit risk RWAs still calculated under the A-IRB approach, down from 90% two years ago

23 May 2024 | Data

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Japanese banks reap ¥9trn RWA savings from FRTB switch

Tokyo’s dealers fare better than overseas rivals on new CVA and market risk approaches

22 May 2024 | Data

Risk Quantum

BBVA’s takeover of Sabadell would shrink its leverage ratio

New entity would have lowest ratio since 2020

21 May 2024 | Data

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