Latest Risk Quantum
Basel III switch sends BNP Paribas’s op risk charges up 60%
Blow-up follows shelving of AMA model previously underpinning over two-thirds of op RWAs
Tariff turmoil drives $31bn margin surge at FCMs
JPM and Goldman lead futures brokers to record margin highs amid Trump tariff shock
Fed’s proposed SCB tweak would free $20bn of capital at US banks
Averaging of stress test-based inputs over two years would reduce current add-ons by up to 60bp
Synthetic deals drive securitisation RWA surge at EU banks
BNP Paribas and RBI lead Q4 rise
One year on, EU banks get greener as GARs grow
Contentious green asset disclosures show improvements for most major European banks in 2024
Risk Quantum database
Risk Quantum readers now have access to some of the datasets that sit behind our articles – not just the segment of data that is the focus for the story, but the complete time series, for the full population of covered firms.
The available data covers hundreds of metrics from 127 banks and 14 central counterparties.
BASEL III
Basel III switch sends BNP Paribas’s op risk charges up 60%
Blow-up follows shelving of AMA model previously underpinning over two-thirds of op RWAs
UBS’s CVA charges spike by 30% under new market risk regime
Proportional impact is higher than at any FRTB adopter so far
A peek under the hood of Canadian banks’ new CVA machine
Disclosures from the country’s top dealers offer first glimpse of how FRTB reforms can reshape capital gauge for potential losses on derivatives
FRTB may bite harder for Europe’s CVA modellers
Farther reach of advanced approach and lighter load on total requirements mean limited takeaways from Canada and Japan’s implementation
TARIFF TURMOIL
Tariff turmoil drives $31bn margin surge at FCMs
JPM and Goldman lead futures brokers to record margin highs amid Trump tariff shock
BNP Paribas tops European ship finance table with €20bn book
US tariffs cast shadow over banks’ shipping exposures
JPM boosts credit loss provisions to highest levels since 2020
Allowances up to $28bn driven by worsening economic outlook
Bond rout puts pressure on UST holdings at US banks
Banks leaned heavily on mark-to-market Treasuries before April’s sell-off
Sponsored content
About
These articles were paid for by contributing third parties. Click here for more information on content funding.
