Live Breaking News & Updates on Nterest rate risk

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US banks' IRRBB transparency: one step forward, two steps back

A year on from the 2023 crisis, more lenders monitor EVE sensitivity, but full Basel-like disclosures remain the exception

Silicon-valley-bank , Risk-quantum , Citi , Ells-fargo , Oldman-sachs , Egions-bank , Acwest-bancorp , Anc-of-california , Estern-alliance-bank , Ederal-reserve , Asel-committee-on-banking-supervision-bcbs-

Treasuries coupon pile-up inflates Nomura's foreign sovereign assets

Standardised exposures to overseas governments see tenfold increase despite ebbing IR VAR

Nomura , Ederal-reserve , Apan , Nited-states-us- , Xposure-at-default-ead- , Xposure-modelling , Nterest-rate-risk , Nterest-rates , S-treasuries , Ebt-securities , Everage

US hard landing bets rise in rate options market after Fed hikes

Investors in interest rate options are paying for trades that benefit from a sharp slowdown in the U.S. economy, contrary to the upbeat outlook held by many bond market participants. Analysts said they have seen increased demand from hedge funds in the U.S. options market for so-called "receiver swaptions," a type of trade that pays off when interest rates fall. In general, receiver swaptions give buyers the right to enter into an interest rate swap where they receive the fixed rate and pay the floating one.

New-york , United-states , New-mexico , Bruno-braizinha , Andrea-ricci , Jeff-klingelhofer , Alden-bentley , Gertrude-chavez-dreyfuss , Amrut-nashikkar , Federal-reserve , Reuters , European-central-bank

TLTRO hedge unwinding bill tops €1.2bn at BNPP, SocGen

Exit from swaps tripped up by ECB’s tightening marred banks’ 2023 throughout

Societe-generale , Bnp-paribas , European-central-bank , European-central-bank-ecb- , Np-paribas , Ociete-generale , Urope , Rance , Onetary-policy , Edging , Nterest-rate-risk , Nterest-rates

Banco de Chile (NYSE:BCH) Q4 2023 Earnings Call Transcript

Banco de Chile (NYSE:BCH) Q4 2023 Earnings Call Transcript February 2, 2024 Banco de Chile isn’t one of the 30 most popular stocks among hedge funds at the end of the third quarter (see the details here). Operator: Good afternoon everyone, and welcome to Banco de Chile’s Fourth Quarter 2023 Results Conference Call. If you […]

Chile , United-states , American , Chilean , Central-bank , Banco-de-chile , Chilean-central-bank , Latin-american , Gold-royalty , Small-cap-gold-stocks , Hide-text-messages

Comerica takes $91m hit on BSBY discontinuation

Bank forced to re-designate $7bn of receive-fixed swaps as SOFR-referencing hedges

Bloomberg , Comerica , Ederal-reserve , Loomberg , Loomberg-indexes , Nternational-organization-of-securities-commissions-iosco- , Nited-states-us- , Orth-america , Enchmark , Ndexes , Nterest-rates

Anticipating Fed cuts, Huntington drops $15.5bn of pay-fixed swaptions

Bank terminates costly hedging strategy merely a quarter after upping notional values by a third

Huntington-bancshares , Ederal-reserve , Orth-america , Nited-states-us- , Ayer-swaptions , Waptions , Nterest-rate-swaps , Waps , Nterest-rate-risk , Nterest-rate-options , Nterest-rates

I'm a Banking Expert: Here's How Much Money You Should Put in a CD

A certificate of deposit, or CD, is a specific type of savings account where you lock up your money for a specific period of time without the ability to withdraw anything until the agreed-upon...

Scott-lieberman , Robertr-johnson , Creighton-university , Heider-college-of-business , Best-banks , Much-should-you-put , Heider-college , Top-investments , Are-based , Leave-your-funds , Savings-account , Aturity-date

Deal misfires expose risk of contingent hedging

Banks hike premiums on deal contingent swaps amid Brexit uncertainty

United-kingdom , Greece , Greek , Apollo-global-management , United-kingdom-uk- , Nited-states-us- , Rexit , Terling , Ergers-amp-acquisitionsm-ampa- , Ontingent-swaps , Oreign-exchange

Commerzbank's rate-shock loss sensitivity rises 33%

Bank’s liabilities modelled to reprice faster than assets in a 200bp parallel hike scenario

Commerzbank , European-central-bank-ecb- , Ommerzbank , Ermany , Urope , Urozone , Uro , Nterest-rates , Nterest-rate-risk , Rrbb , Conomic-value-of-equity-eve-

Live Breaking News & Updates on Nterest rate risk

Standardised exposures to overseas governments see tenfold increase despite ebbing IR VARNomura , Ederal-reserve , Apan , Nited-states-us- , Xposure-at-default-ead- , Xposure-modelling , Nterest-rate-risk , Nterest-rates , S-treasuries , Ebt-securities , Everage

Exit from swaps tripped up by ECB’s tightening marred banks’ 2023 throughoutSociete-generale , Bnp-paribas , European-central-bank , European-central-bank-ecb- , Np-paribas , Ociete-generale , Urope , Rance , Onetary-policy , Edging , Nterest-rate-risk , Nterest-rates

Bank forced to re-designate $7bn of receive-fixed swaps as SOFR-referencing hedgesBloomberg , Comerica , Ederal-reserve , Loomberg , Loomberg-indexes , Nternational-organization-of-securities-commissions-iosco- , Nited-states-us- , Orth-america , Enchmark , Ndexes , Nterest-rates

Bank terminates costly hedging strategy merely a quarter after upping notional values by a thirdHuntington-bancshares , Ederal-reserve , Orth-america , Nited-states-us- , Ayer-swaptions , Waptions , Nterest-rate-swaps , Waps , Nterest-rate-risk , Nterest-rate-options , Nterest-rates

Banks hike premiums on deal contingent swaps amid Brexit uncertaintyUnited-kingdom , Greece , Greek , Apollo-global-management , United-kingdom-uk- , Nited-states-us- , Rexit , Terling , Ergers-amp-acquisitionsm-ampa- , Ontingent-swaps , Oreign-exchange

Bank’s liabilities modelled to reprice faster than assets in a 200bp parallel hike scenarioCommerzbank , European-central-bank-ecb- , Ommerzbank , Ermany , Urope , Urozone , Uro , Nterest-rates , Nterest-rate-risk , Rrbb , Conomic-value-of-equity-eve-