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Republic First s securities portfolio lost over $100m in 2024

Fair value losses on non-agency RMBS holdings accelerated as rate cut expectations dimmed

United statesRepublic first bankFederal deposit insurance corporation fdicNorth americaNited states usBank holding companiesVailable for sale afsDebt securitiesMortgage backed securities mbsDeposit insuranceFair valueArk to market valuationBalance sheetAsset and liability management almIsk quantum

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 bankRisk quantumWells fargoGoldman sachsRegions bankPacwest bancorpBanc of californiaWestern alliance bankFederal reserveBasel committee on banking supervision bcbsNorth americaNited states usInterest rate riskConomic value of equity eveRisk sensitivityBasel iii

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 supervisionBasel committeeBanking supervisionBasel committee on banking supervision bcbsEuropean banking authority ebaAsset and liability management almBanking bookApital requirements directive crdConfidence intervalInterest rate derivativesNet interest incomeConomic value of equity eveBasel iii

UBS to lose group banking book risk manager

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

Eric schaanningCredit suisseCredit suisse2023 banking crisisAsset and liability management almBanking bookStress testingRisk management

UBS to lose group banking book risk manager

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

Eric schaanningCredit suisseCredit suisse2023 banking crisisAsset and liability management almBanking bookStress testingRisk management

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