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Zions model change reverses positive EVE projections

August 14, 2023

Estimated impact of interest rate shocks up to 17.7pp higher under adjusted assumptions

Zions Bancorporation Metropolitan Bank Holding Western Alliance Bank Huntington Bancshares Fifth Third Bank Capital One

Source: risk.net

NYCB and other regional banks predict lower income from higher rates

April 4, 2023

IRRBB simulations show lending revenue shrinking as Fed policy gets tighter

Third Bank Federal Reserve York Community Bank Fifth Third Bank First Republic Bank First Foundation

Source: risk.net

As interest rates surge, bankers fret over last year's models

October 31, 2022

IRRBB modellers trying to predict client behaviour have little relevant data to fall back on

Bank Of England Boe European Central Bank Ecb European Banking Authority Eba Lloyds Banking Group Nited Kingdom Uk Nterest Rate Risk In The Banking Book Irrbb

Source: risk.net

Nordea's trading VAR keeps climbing amid rate hike jitters

February 7, 2022

Trading risk gauge surged 17% through Q4

Norges Bank Nordic Countries Nterest Rate Models Interest Rate Risk Interest Rates Market Risk

Source: risk.net

ING's interest rate VAR spiked in Q4

February 4, 2022

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

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