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
Source: risk.net
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Top News In Isk Quantum Today - Breaking & Trending Today
Commerz's market RWAs up 9% on EBA technical update
Updated list of closely correlated currencies removes lower fund requirements from 197 pairs
Source: risk.net
Zions model change reverses positive EVE projections
Estimated impact of interest rate shocks up to 17.7pp higher under adjusted assumptions
Source: risk.net
First Foundation reveals $215m goodwill charge
End-of-year impairment evaluation pushed forward to Q2 amid changing macroeconomic conditions
Source: risk.net
StanChart racked up three VAR breaches in H1
Market volatility triggers VAR model review at the UK bank
Source: risk.net