Volatility pushed HSBC's modelled market risk up 37% in Q3
Erratic markets in Europe and Asia blamed for $6.4bn increase led by VAR and SVAR-based charges
Source: risk.net
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Top News In Isk Quantum Today - Breaking & Trending Today
New risk indicator shifts EU's G-Sib score heatmap
Revision in substitutability category inflates mid-sized banks’ score, lowers G-Sibs’
Source: risk.net
NatWest's modelled market RWAs up 10% on RNIV backstop
Bank sees higher charges while it reworks VAR engine
Source: risk.net
ABN Amro has EU's biggest trading volume, G-Sib indicators show
Bank’s activity in secondary market is 2.4 times Deutsche Bank’s
Source: risk.net
UBS cuts liquidity valuation adjustments to record low
Bank lowered bid-offer fair value discount to reflect current levels of market liquidity
Source: risk.net