Commerzbank's rate-shock loss sensitivity rises 33%
Bank’s liabilities modelled to reprice faster than assets in a 200bp parallel hike scenario
Source: risk.net
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Top News In Isk Quantum Today - Breaking & Trending Today
Morgan Stanley grows overnight and open repos as rivals retreat
Dealer adds $30 billion on its book while peers shift to longer tenors
Source: risk.net
Risk density edges higher at UBS's legacy unit
New division established post Credit Suisse acquisition partly responsible for $785m quarterly loss
Source: risk.net
Ping An's LCR hovers above regulatory minimum after Q3 plunge
Lowest ratio in at least four years driven by plummeting HQLAs
Source: risk.net
HSBC shifts part of US precious metal trades to UK
US subsidiary transfers all precious metal market risk to headquarters
Source: risk.net