BNY, State Street took $6.5bn fair-value hit to bonds in Q3
Eroding prices of RMBSs and govies keep widening unrealised losses
Source: risk.net
Page 23 - Risk Quantum News Today : Breaking News, Live Updates & Top Stories | Vimarsana
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Top News In Risk Quantum Today - Breaking & Trending Today
LME most battered in BoE's stress test
Clearing house close to depleting default fund under toughest credit stress scenario
Source: risk.net
Modelled RWAs diverge from standardised at Wells Fargo
Gap between the two methodologies hits $152bn – its widest ever
Source: risk.net
Morgan Stanley's VAR averaged $61m in Q3
Trading risk indicator surged 33%, second-hottest reading since 2013
Source: risk.net
Some euro banks modelled lower mortgage risk in H1
Italian and Belgian lenders reported steepest drops in risk density despite recessionary threat
Source: risk.net