Interest rates
Tackling credit risk in turbulent times
Survey reveals Apac CROs’ top credit risk priorities
Uncertain rates outlook poses challenge for corporate FX hedgers
Hedging programmes may need a revamp as EM/G10 rates differentials narrow
BTFP lending hits record high amid lower rate
Emergency facility extended $8bn at the start of the December, more than previous three months combined
Assessing the importance of liquidity and climate risk in an evolving risk landscape
In a Risk.net webinar sponsored by S&P Global Market Intelligence, five experts discussed the challenges that evolving risks pose and how the buy side is having to adapt its approach. This article examines the key themes that emerged from that discussion
Banking ALM outlook 2024
Video Q&A with Andrew Aziz, chief strategy officer and head of product, SS&C Algorithmics
Degree of influence 2023: Quants thrive on volatility
Climate, crypto and market impact also featured among the top research topics in 2023
Interest rate and liquidity risk special report 2023
This special report explores the ongoing impact of higher interest rates on bank capital and liquidity, and the steps they are taking to shore up their liquidity risk management practices in the current environment.
How higher interest rates are affecting bank liquidity
A panel of industry experts discusses the challenges posed to banks’ capital and liquidity by a persistently higher interest rate environment. They also share insights on adapting their liquidity risk management strategies, tools and technologies for a…
SMFG loads up on foreign bonds
A 34% quarterly rise swells non-domestic portfolio to record size
Early warning signals of credit deterioration to save on potential losses
With financial institutions facing market volatility and high interest risks in 2023, the warning signals cannot be overlooked. It is crucial to have access to reliable and timely indicators of credit deterioration to prevent significant losses. This…
At US banks, paper losses on HTM securities hit new high
Bank of America leads way as mortgage-backed securities drive aggregate rise in Q3
Commerzbank’s rate-shock loss sensitivity rises 33%
Bank’s liabilities modelled to reprice faster than assets in a 200bp parallel hike scenario
EC to adopt NII outlier test within ‘weeks’
New IRRBB rules could come into force in early 2024; industry hoping EBA draft is softened
PacWest leads banks on NII growth decline
Deutsche Bank bucks positive European trend while NatWest leads UK negative growth in Q3
Western Alliance cuts repos, increases reliance on warehouse borrowing
Drawdown from expanded revolving line helps cut $2bn of costly overnight funding
HSBC’s rate-hedge reset to generate $1bn bond loss
Unwind of lower-yielding bonds costs $578m in Q3, with another $400m expected by year-end
Discover, Capital One credit card delinquencies surpass pre-pandemic levels
Seven credit card lenders see delinquency rates accelerate after slowing in Q2
Northern Trust rejigs funding as deposit costs rise
Net interest income drops 10.5%, cash at central banks falls by a quarter
US life insurers’ interest rate swaps usage surged in Q2
Counterparty Radar: John Hancock, Principal Financial expanded books by more than half
State Street suffers largest loss from securities sale since 2010
$294 million hit drives net income down 45% to six-year low
Metro Bank bets the house on lending pivot
New portfolio will need to grow quickly to avoid squeezing net interest margins, say experts
Don’t count on repo to monetise liquidity books, say experts
QT could force banks to sell bonds during stress, underlining need for fair value accounting
Calibrating interest rate curves for a new era
Dmitry Pugachevsky, director of research at Quantifi, explores why building an accurate and robust interest rate curve has considerable implications for a broad range of financial operations – from setting benchmark rates to managing risk – and hinges on…
Impaired loans surpass pandemic peaks at CIBC, Scotiabank
At five Canadian banks, troubled loans up 40% year-on-year