Isk Quantum News Today

Wholesale funding made up a third of the bank’s interest expense in Q1

Fair value losses on non-agency RMBS holdings accelerated as rate cut expectations dimmed

Decision not to take avail of facility’s paper-loss amnesty showcases US regional banks’ conundrum

Unclear instructions, late guidance and poor font choices among reasons behind diverging interpretations from EBA’s template

Additions to the 5–10 year portion of AFS book have been, for now, swapped to SOFR

Estimated largest payment obligation in euros more than double previous quarter’s figure

Charge for traded-bond default and downgrade risk hit ten-year high at BNP Paribas

BoJ decision to allow 10-year yields above 1% contributed to JSCC spikes

Required funds up $380m, pushing FCM’s month-end figure past pandemic peak

A year on from the 2023 crisis, more lenders monitor EVE sensitivity, but full Basel-like disclosures remain the exception