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Live Breaking News & Updates on Rrbb

Stay informed with the latest breaking news from Rrbb on our comprehensive webpage. Get up-to-the-minute updates on local events, politics, business, entertainment, and more. Our dedicated team of journalists delivers timely and reliable news, ensuring you're always in the know. Discover firsthand accounts, expert analysis, and exclusive interviews, all in one convenient destination. Don't miss a beat — visit our webpage for real-time breaking news in Rrbb and stay connected to the pulse of your community

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-

Basel's cherry-picking toughens IRRBB shock scenarios

European banks want higher outlier thresholds to offset higher confidence level in new standard

Basel-committee-on-banking-supervision , Basel-committee , Banking-supervision , Basel-committee-on-banking-supervision-bcbs- , Uropean-banking-authority-eba- , Urope , Sset-and-liability-management-alm- , Anking-book , Apital-requirements-directive-crd- , Onfidence-interval , Edging

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

Review of 2023: A hard road to a soft landing

Banks and regulators were caught in the crosswinds of the fight against inflation

Netherlands , United-states , Zurich , Züsz , Switzerland , United-kingdom , Swiss , Dutch , America , Chris-slusher , Andreas-bohn , Marco-pistoia

UBS to lose group banking book risk manager

Senior risk manager of Swiss banks’ combined banking books to leave for new opportunities

Switzerland , Swiss , Eric-schaanning , Credit-suisse , Ubs , Redit-suisse , Urope , Rrbb , 023-banking-crisis , Sset-and-liability-management-alm- , Anking-book , Tress-testing

UBS to lose group banking book risk manager

Senior risk manager of Swiss banks’ combined banking books to leave for new opportunities

Switzerland , Swiss , Eric-schaanning , Credit-suisse , Ubs , Redit-suisse , Urope , Rrbb , 023-banking-crisis , Sset-and-liability-management-alm- , Anking-book , Tress-testing

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-

EC to adopt NII outlier test within 'weeks'

New IRRBB rules could come into force in early 2024; industry hoping EBA draft is softened

European-commission , European-banking-authority , European-commission-ec- , Uropean-banking-authority-eba- , Urope , Rrbb , Et-interest-income , Apital-requirements-directive-crd- , Nterest-rates , Isk-reporting , Egulation

Filling the gaps in Basel's interest rate risk measures

Reverse stress-testing or VAR may work better than existing outlier tests, but are hard to manage

Silicon-valley-bank , Asel-committee-on-banking-supervision-bcbs- , Ederal-deposit-insurance-corporation-fdic- , Uropean-banking-authority-eba- , Ederal-reserve , Irst-republic-bank , Nited-states-us- , Ustralia , Rrbb , Nterest-rate-risk , Illar-2

Why European banks can better withstand interest rate risks than their US peers

Experts say different supervisory approaches mean mid-size US banks are still vulnerable to interest rate risk, while European banks remain relatively safe. But banks should set aside more capital to ensure a more resilient system.

Moody , Eu , S , Urope , Nited-states , Rrbb , Nterest-rate-risk , Ank-collapse , Ank-crisis , Apital-requirements , Asel