Capital One's purchase of Discover would triple its Treasury holdings
Record UST boost would propel combined company past six US lenders
Source: risk.net
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Treasuries coupon pile-up inflates Nomura's foreign sovereign assets
Standardised exposures to overseas governments see tenfold increase despite ebbing IR VAR
Federal Reserve Nited States Us Xposure At Default Ead Exposure Modelling Interest Rate Risk Interest Rates
Source: risk.net
Rabobank cuts back on ECL overlays
Improved backtesting performance reduces add-ons to allowances to lowest in five years
Ifrs 9 Nternational Financial Reporting Standards Ifrs Credit Risk Loan Loss Reserves Model Calibration Model Risk
Source: risk.net
At some US regionals, CRE loans eclipse tangible equity by up to 7x
Valley National, NYCB and First Foundation the most levered in a sample of 30 banks
Risk Quantum Northern Trust New York Community Bank Nycb First Foundation First Citizens Bank Zions Bancorporation
Source: risk.net
IM requirements for interest rate swaps up $30bn in December
Latest figures from CME, Eurex and LCH show a trend reversal from previous six months
Commodity Futures Trading Commission Cftc Cme Group Eurex Clearing Nited States Us North America Initial Margin
Source: risk.net
Nordea writes off €130m of intangibles after accounting change
Fourth quarter impairment charges fourteen times larger than year prior
International Accounting Standard International Financial Reporting Standards Ommon Equity Tier 1 Cet1 Capital Information Technology It Nternational Financial Reporting Standards Ifrs Capital Adequacy
Source: risk.net
TLTRO hedge unwinding bill tops €1.2bn at BNPP, SocGen
Exit from swaps tripped up by ECB’s tightening marred banks’ 2023 throughout
Societe Generale Bnp Paribas European Central Bank European Central Bank Ecb Bnp Paribas Societe Generale
Source: risk.net
Shinhan, Kookmin set aside record reserves amid real estate worries
Kookmin provisions account for 38% of income; 23% for Shinhan
Source: risk.net
UBS predicts RWA cuts hampered by Basel III, model updates
Planned wind-down of unwanted Credit Suisse assets to be offset by $25 billion in add-ons
Credit Suisse Credit Suisse Basel Committee On Banking Supervision Bcbs Basel Iii Credit Risk Credit Valuation Adjustment Cva
Source: risk.net
NYCB's borrowing boosted cash reserves by 66% in Q4
Embattled bank bolsters liquidity in anticipation of tighter supervision but sees funding costs climb
York Community Bank Silicon Valley Bank Or First Republic New York Community Bank Silicon Valley Bank First Republic Bank Long Island Based
Source: risk.net