Euro banks' trading activities pose lopsided risk to capital – ECB
Risk.net Print this page Blockbuster results out of European banks’ trading desks helped support their regulatory capital buffers through a whirlwind 2020. But more volatile market conditions last year also made trading risks lopsided, meaning bad bets would have dealt an outsized blow to their solvency, a study by the European Central Bank (ECB) shows. Using a sample of 54 eurozone banks – including the bloc’s eight global systemically important lenders – ECB researchers...
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Source: risk.net