HSBC's China real estate exposures see fourfold rise in defaults
Proportion of “impaired” exposures to mainland investments jumped $1.7 billion in six months
Source: risk.net
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NatWest cuts banking book market risk by 48%
Lower credit spread risk from bond disposals partly offset by interest rate risk on hedges
Natwest Group Nited Kingdom Uk Banking Book Market Risk Nterest Rate Risk In The Banking Book Irrbb Alue At Risk Var
Source: risk.net
Barclays adds £984m to ETN snafu bill
Market sell-off in Q2 has increased cost of buying back notes mis-sold by the bank in 2019
Securities And Exchange Commission Sec Nited Kingdom Uk Nited States Us Xchange Traded Notes Etns Operational Risk Isk Weighted Assets Rwas
Source: risk.net
Deutsche's market RWAs climb 28% as VAR multiplier bites
RWAs in the ‘corporate and other’ segment surged to €7.8bn in Q2 from €715m at end-2021
Deutsche Bank Isk Weighted Assets Rwas Alue At Risk Var Stressed Value At Risk Svar Market Risk Isk Quantum
Source: risk.net
Despite bond price crash, Capital One sticks with AFS book
Lender letting AFS book run its course as others seek shelter from interest rate storm
Source: risk.net
Danske breaches VAR four times, spurring RWA hike
Fifth hypothetical breach in six months triggers VAR multiplier increase
Danske Bank European Union Nordic Countries Alue At Risk Var Stressed Value At Risk Svar Nternal Models Approach Ima
Source: risk.net
At SEB, CVA charges diverge from Nordic peers
Bank’s credit valuation adjustment RWAs kept rising in Q2
Skandinaviska Enskilda Banken Skandinaviska Enskilda Banken Seb Nb Bank Group Nordic Countries Credit Valuation Adjustment Cva Isk Weighted Assets Rwas
Source: risk.net
Nordea's IMA RWAs climb 11% in Q2
Relentless rise in VAR keeps pushing up bank’s market charges
Nordic Countries Alue At Risk Var Stressed Value At Risk Svar Ncremental Risk Charge Irc Omprehensive Risk Measure Crm Nternal Models Approach Ima
Source: risk.net
Goldman Sachs' VAR averaged record $124m in Q2
Trading risk indicator surged past early pandemic readings
Source: risk.net
JP Morgan takes $14bn AOCI capital hit
Q2 loss from fair-value securities book was largest in 16 years
Jp Morgan Common Equity Tier Nited States Us Fair Value Debt Securities Ommon Equity Tier 1 Cet1 Capital
Source: risk.net