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

BofA, Citi, JPM slash $18trn of derivatives in latest window dressing effort

Systemic indicator reduction in Q4 keeps lid on trio’s capital surcharges

United statesGoldman sachJp morganWells fargoMorgan stanleyFederal reserveBank policy instituteBasel committee on banking supervisionRisk quantumBasel committeeBanking supervisionBank of americaBny mellonGoldman sachsJp morganMorgan stanley

European regulators turn up the heat on IFRS 9 model overlays

After warnings from EBA and BoE, risk managers urge ‘soul-searching’ on post-model adjustments

International financial reporting standardEuropean banking authorityBank of england boeBasel committee on banking supervision bcbsEuropean banking authority ebaPrudential regulation authority praCredit riskCredit risk modellingIfrs 9Oss given default lgd Model riskPoint in timeRobability of default pd Hrough the cycleNternal ratings based irb approachRisk management

EU clearing houses want global standard on procyclicality

CCPs fear Europe will adopt its own prescriptive rules despite ongoing international consultation

Bruxelles capitaleManuel ortiz repisoRafik mrabetDmitrij senkoMatthias graulichEurex senkoEuropean unionSix groupInternational organization of securities commissions ioscoEuropean commissionCommittee on paymentsBasel committee on banking supervisionEurex clearingEuropean securitiesMarkets authorityEuropean market infrastructure

UBS predicts RWA cuts hampered by Basel III, model updates

Planned wind-down of unwanted Credit Suisse assets to be offset by $25 billion in add-ons

Credit suisseCredit suisseBasel committee on banking supervision bcbsBasel iiiCredit riskCredit valuation adjustment cva2023 banking crisisIsk weighted assets rwas Ommon equity tier 1 cet1 capitalIsk quantum

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