PNC, Truist most reliant on tailored LCR requirements
Liquidity ratios would be below regulatory minimum without Fed's cap for regional US banks
Source: risk.net
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Westpac's IRRBB charges rose faster than peers' in Q2
Over 9% of bank’s total RWAs linked to interest rate risk, up from 6% three months earlier
National Australia Bank Commonwealth Bank Of Australia Cba National Australia Bank Nab Australian Prudential Regulation Authority Apra Nterest Rate Risk In The Banking Book Irrbb Interest Rates
Source: risk.net
Netting uncertainty inflates Citi's Russia exposure
Russia made up 1.2% of the bank’s top 25 exposures by country, up from 0.8% in Q1
Russia Ukraine Conflict Close Out Netting Exposure Modelling Country Risk Ark To Market Valuation Isk Quantum
Source: risk.net
Rabobank's shaky loans up 35% on nitrogen emissions cut plans
Bank says Dutch government proposal to reduce pollution from livestock farming risks making loans unviable
Source: risk.net
Goldman hoovers up $1.5bn of client margin in June
US bank bucks trend as top FCMs all cut required margin for futures and options trades
Commodity Futures Trading Commission Goldman Sachs Commodity Futures Trading Commission Cftc Nited States Us Futures Commission Merchant Fcm Isk Quantum
Source: risk.net
Allianz, Generali post €52bn in fair value losses in H1
Bond portfolio values crash as equities tailwinds fades
Source: risk.net
Commerz's VAR multiplier ratchets up after three breaches in H1
Bank dodged increase in market RWAs by rebalancing to a lower-risk trading portfolio
Alue At Risk Var Stressed Value At Risk Svar Market Risk Isk Weighted Assets Rwas Capital Requirements Trading Book
Source: risk.net
Crédit Agricole's VAR jumps 88% on fixed income blow-up
Trading risk gauge reached the highest since Q2 2020
Source: risk.net
Erste sees provisions rising fourfold in gas embargo scenario
Vienna-based bank wargamed for an unlikely but devastating halt to Russian gas shipments
Erste Group Entral And Eastern Europe Cee Credit Risk Russia Ukraine Conflict Stress Scenarios Isk Quantum
Source: risk.net
RBI's CET1 ratio rebounds after briefly breaching requirements
The Austrian bank said capital adequacy temporarily fell below the regulatory minimum in May
Raiffeisen Bank International Common Equity Tier Raiffeisen Bank International Rbi Russia Ukraine Conflict Isk Quantum
Source: risk.net