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Deutsche s IRC peaks at record high during H1

€905m charge for trading book default and migration is largest among global dealers

Deutsche bankEuropean unionNternal models approach imaTrading bookAting migrationDefault riskNcremental risk charge ircIsk weighted assets rwasIsk quantum

Norinchukin s RWAs up 21% as Basel III formulas react to market volatility

Market charges up 230% in harsh test of new standardised approaches

Shoko chukin bankFinancial groupMizuho financial groupMitsubishi ufjNorinchukin bankFundamental reviewTrading bookCommon equity tierMizuho financialRisk quantumMitsubishi ufj financial group mufgBasel committee on banking supervision bcbsFinancial services agency fsa japanMizuho financial groupThe norinchukin bankSumitomo mitsui financial group smfg

Industry divided on whether Europe should delay FRTB

Most bankers prefer to keep to earlier start date, even though it puts continent out of sync with US

United kingdomInternational swapsDerivatives associationFundamental reviewTrading bookFederal reserveFederal deposit insurance corporation fdicOffice of the comptroller currency occEuropean commission ecPrudential regulation authority praBasel committee on banking supervision bcbsBasel iiiMarket riskNternal models approach imaOn modellable risk factors nmrfCapital requirements

Banks unravel data conundrum as FRTB implementations stall

This Risk.net Rapid read survey report, commissioned by Refinitiv, details how much progress banks have made in implementing FRTB and highlights the major

Fundamental reviewTrading bookStandardised approachesNternal models approach imaBanking regulation

Nine US banks could be caught by Fed s revised market risk rule

Expansion of trading risk charges to banks above $100bn in assets would also affect firms with minimal trading activity

United statesFederal reserveMt bankFirst citizens bankAmerican expressRisk quantumOffice of the comptroller currency occFederal deposit insurance corporation fdicAmerican expressFirst citizens bankM ampt bankRaymond james amp associatesCredit suisseAlly financialRegions bankNited states us

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