comparemela.com

Latest Breaking News On - Asset and liability management alm - Page 4 : comparemela.com

After SVB downfall, EBA stress test seeks out unrealised losses

European regulator asks for data on the fair value and sensitivity of bonds and their hedges

European banking authorityEuropean unionEuropean banking authority ebaSilicon valley bankFair valueFair value accountingHedge accountingStress testingBalance sheetProfit amp lossp amplInterest rate riskAsset and liability management almEld to maturity htmCcumulated other comprehensive income aociArk to market valuationCapital ratio

Dutch pensions have extra year to restructure hedges

January 2028 implementation date allows more time for long-dated swaps to roll-off

Pensions actBuy sideInterest rate riskPension fundsAsset and liability management alm

Western Alliance s rate-risk gauge breaches internal guidance

EVE depletion for 100bp and 200bp hike scenarios highest disclosed by any US regional bank

Alliance bankWestern alliance bankCapital oneCustomers bancorpFifth third bankFirst citizens bankHuntington bancsharesMetropolitan bank holdingNew york community bank nycbPacwest bancorpWestern alliance bankNited states usInterest rate riskYield curveInterest ratesConomic value of equity eve

Europe s new IRRBB test: the riddle with no answer

A proposed compromise on net interest income test is not scientific, but exact calibration may be impossible

European banking authority ebaEuropean commission ecSilicon valley bankAsset and liability management almBanking bookNet interest incomeInterest rate derivativesInterest rate risk2023 banking crisisTier 1 capital

More EU banks will fail new IRRBB test as rates push upwards

Half of all EU banks could cross outlier threshold for new test of net interest income

Delphine reymondonAndreas bohnAdrian dochertyBasel committee on banking supervisionEuropean unionEuropean banking authorityBasel committeeAssociation of german banks bankenverbandBanking supervisionGerman banksEuropean banking authority ebaBasel committee on banking supervision bcbsBnp paribasAsset and liability management almInterest rate riskInterest rates

vimarsana © 2020. All Rights Reserved.