US banks' RWA density dwarfs that of European peers
Truist, Capital One and PNC Bank lead with risk density above 65%
Source: risk.net
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Top News In Exposure Modelling Today - Breaking & Trending Today
UBS's risk density set to increase after Credit Suisse takeover
Rescued bank’s RWA-to-exposure ratio rose at faster clip prior to collapse
Source: risk.net
Netting uncertainty inflates Citi's Russia exposure
Russia made up 1.2% of the bank’s top 25 exposures by country, up from 0.8% in Q1
Source: risk.net
Boosting the ESG exposure of a low‑risk portfolio
Nikolay Radev, senior quantitative researcher at FactSet, discusses the limitations of previous environmental, social and governance (ESG) measurement, and
Source: risk.net
Derivatives exposures blow-up weighs on Japan banks' leverage measure
Leverage ratios at Mizuho, SMFG and SMTH hit multi-year lows
Source: risk.net