Nordea's trading VAR keeps climbing amid rate hike jitters
Trading risk gauge surged 17% through Q4
Source: risk.net
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Mizuho's F&O clearing unit doubled client margin in 2021
Japanese bank overtakes Credit Suisse, UBS and Interactive Brokers to become seventh-largest FCM in required margin
Commodity Futures Trading Commission Mizuho Financial Group Commodity Futures Trading Commission Cftc Energy Markets Futures Commission Merchant Fcm Isk Quantum
Source: risk.net
ING's interest rate VAR spiked in Q4
Potential-loss indicator for rates trading peaked at €20 million
Wing Bank King Group Alue At Risk Var Interest Rate Derivatives Nterest Rate Models Interest Rate Risk
Source: risk.net
UBS sees $20bn RWA impact from Basel III
Increase expected to materialise by 2024 following the implementation of new rules on FRTB, CVA, credit and operational risk
Basel Committee On Banking Supervision Bcbs Basel Iii Isk Weighted Assets Rwas Credit Risk Credit Valuation Adjustment Cva Operational Risk
Source: risk.net
All top US banks below Collins floor
None of the eight systemic banks in the country above the threshold for the first time since 2015
Source: risk.net
Foreign banks flocked to Treasuries and Fed in Q3
Claims rose at fastest annual pace since early pandemic amid inflation jitters
International Settlements Federal Reserve Bank For International Settlements Bis Federal Reserve Nited States Us Reasury Inflation Protected Securities Tips
Source: risk.net
Deutsche's op RWAs down 10% in 2021
‘Bad bank’ unwinding pushed op risk at multi-year low
Deutsche Bank Dvanced Measurement Approach Ama Isk Weighted Assets Rwas Capital Ratio Capital Requirements G Sibs
Source: risk.net
Top US banks released $18.5bn of credit reserves in 2021
JP Morgan reversed over $6bn of PCLs, the most of the group
Source: risk.net
Led by BofA, US banks doubled distributions in 2021
Stock buybacks and dividends hit $117.7 billion last year
Source: risk.net
Top custody banks add record $12.7tn assets in 2021
Assets under custody and administration hit an all-time high as the Basel Committee continues its G-Sib framework review
Source: risk.net