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Form 6-K NOMURA HOLDINGS INC For: Feb 17

Form 6-K NOMURA HOLDINGS INC For: Feb 17
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New yorkUnited statesChuo kuRussian federationYoshifumi kishidaNomura babcockInformation on companyJapan securities depository center incYoung shinnihonMebuki financial group incNomura global finance co ltdBrown co ltdNomura international funding pteParent companySingapore exchangeYork stock exchange

RBI, ING s op risk charges inflated by AMA updates

RWAs rise a combined €4.8 billion at the two banks

Raiffeisen bank internationalEuropean unionRisk quantumKing groupRaiffeisen bank international rbiEntral and eastern europe ceeOperational riskOperational risk capitalOperational risk dataOperational risk modellingDvanced measurement approach amaStandardised approachesBasel iiiIsk weighted assets rwasCapital requirementsInternal models

Volatility pushed HSBC s modelled market risk up 37% in Q3

Erratic markets in Europe and Asia blamed for $6.4bn increase led by VAR and SVAR-based charges

Risk quantumNited kingdom ukAlue at risk varStressed value at risk svarIsk weighted assets rwasMarket riskMarket risk modellingHistorical dataInternal modelsNternal models approach imaTrading bookIsk quantum

NatWest s modelled market RWAs up 10% on RNIV backstop

Bank sees higher charges while it reworks VAR engine

Natwest groupNatwest marketsNited kingdom ukAlue at risk varStressed value at risk svarIsks not in var rnivNcremental risk charge ircMarket riskMarket risk modellingNternal models approach imaRisk sensitivityInternal modelsIsk weighted assets rwasIsk quantum

As interest rates surge, bankers fret over last year s models

IRRBB modellers trying to predict client behaviour have little relevant data to fall back on

Bank of england boeEuropean central bank ecbEuropean banking authority ebaLloyds banking groupNited kingdom ukNterest rate risk in the banking book irrbbInterest ratesBanking bookAsset and liability management almNterest rate modelsInternal modelsModel riskProfit amp lossp amplHedge accountingHistorical dataInterest rate risk

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