Subject: ANZ’s end-period VAR spikes to highest in a decade

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ANZ’s end-period VAR spikes to highest in a decade
Interest rate risk drives 53% surge; market risk up A$1.6bn
 10 May 2024   |  Data
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Guangfa’s NSFR drops to just above regulatory minimum
Eight of 12 Chinese banks see decline in funding metric in Q1
09 May 2024   |  Data
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Six Chinese banks set market risk records in Q1
Market RWAs spike 63% overall in first disclosures after rules update
08 May 2024   |  Data
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NYCB doubles down on borrowing as deposits keep ebbing
Wholesale funding made up a third of the bank’s interest expense in Q1
07 May 2024   |  Data
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Republic First’s securities portfolio lost over $400m in 2024
Fair-value losses on non-agency RMBS holdings accelerated as rate cut expectations dimmed
03 May 2024   |  Data
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End of BTFP curtails Comerica’s contingent funding pool
Decision not to take avail of facility’s paper-loss amnesty showcases US regional banks’ conundrum
03 May 2024   |  Data
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False start: 13 EU banks miscalculate new GAR coverage metric
Unclear instructions, late guidance and poor font choices among reasons behind diverging interpretations from EBA’s template
02 May 2024   |  Data
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Op risk hits all-time highs at three Nordic banks
Regular updates drive record rises at Handelsbanken, Nordea and SEB
01 May 2024   |  Data
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One-tenth of US banks exceed CRE concentration thresholds
US supervisors face operational challenge with constellation of 536 lenders above risk benchmarks at end-2023
30 Apr 2024   |  Data
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Northern Trust buys $2.4bn of US Treasuries as rate-cut prospects rise
Additions to the 5–10 year portion of AFS book have been, for now, swapped to SOFR
29 Apr 2024   |  Data

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