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Rabobank sees 5–10% RWA inflation from Basel III

Dutch mortgage floor and other model curbs set to accelerate reforms’ impact

European commissionBasel committee on banking supervision bcbsDe nederlandsche bankEuropean commission ecBasel iiiCapital floorIsk weighted assets rwasCapital adequacyOmmon equity tier 1 cet1 capitalIsk quantum

Top US banks record 14 VAR breaches

JPM, Morgan Stanley, BofA, Citi, Goldman and State Street wrong-footed in volatile end to 2021

United statesMorgan stanleyJp morganGoldman sachsState streetBank of americaFederal reserveGoldman sachsJp morganMorgan stanleyState streetNited states usCapital requirementsMarket riskModel riskIsk weighted assets rwas

RWA increase puts ABN s core ratio closer to Basel III estimate

Higher RWAs shrink gap between actual and pro forma ratios

Abn amroCommon equity tierDe nederlandsche bankEuropean commission ecUropean union euBasel iiiCapital floorIsk weighted assets rwasOmmon equity tier 1 cet1 capitalResidential mortgagesIsk quantum

CBA s IRRBB charge up 37% in volatile Q4

Volatility in Australian dollar swap rates the culprit for the increase

Commonwealth bankCommonwealth bank of australia cbaNterest rate risk in the banking book irrbbIsk weighted assets rwasInterest rate riskNterest rate swapsIsk quantum

Netting challenges push ING s market RWAs up 64%

A regulatory issue left the bank unable to consolidate cross-border positions in Q4

Wing bankKing groupUropean union euCapital requirementsIsk weighted assets rwasMarket riskIsk quantum

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