New real estate model adds €14bn to Rabobank RWAs
CET1 ratio down 1.2pp as capital stays flat
Source: risk.net
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Schwab's short-term funding strategy shifts to secured borrowing post-2023 scare
Dealer cut unsecured borrowing and brokered deposits in favour of collateralised financing
Source: risk.net
BBVA's takeover of Sabadell would shrink its leverage ratio
New entity would have lowest ratio since 2020
Source: risk.net
US MMFs' cleared repos top half-a-trillion dollars
FICC-routed transactions increased 52% in the 12 months to April
Income Clearing Corporation Exchange Commission Office Of Financial Research Fixed Income Clearing Corporation Financial Research Risk Quantum
Source: risk.net
Client margin up 5% at Barclays' F&O unit in March
US clearing unit overtakes Citi to reclaim sixth place among FCMs by required funds
Source: risk.net
False start: 13 EU banks miscalculate new GAR coverage metric
Unclear instructions, late guidance and poor font choices among reasons behind diverging interpretations from EBA’s template
Skandinaviska Enskilda Banken Intesa Sanpaolo Societe Generale Bank Group Raiffeisen Bank International European Union
Source: risk.net
One-tenth of US banks exceed CRE concentration thresholds
US supervisors face operational challenge with constellation of 536 lenders above risk benchmarks at end-2023
Source: risk.net
EU banks' incremental risk charges soared in volatile H2
Charge for traded-bond default and downgrade risk hit ten-year high at BNP Paribas
Source: risk.net
Smaller US banks hold over half of CRE loans
Lenders under $50bn in assets reported record $1.7 trillion of exposures at end-2023
Source: risk.net
US banks' IRRBB transparency: one step forward, two steps back
A year on from the 2023 crisis, more lenders monitor EVE sensitivity, but full Basel-like disclosures remain the exception
Source: risk.net