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Treasuries coupon pile-up inflates Nomura s foreign sovereign assets

Standardised exposures to overseas governments see tenfold increase despite ebbing IR VAR

Federal reserveNited states usXposure at default eadExposure modellingInterest rate riskInterest ratesS treasuriesDebt securitiesLeverage ratioTrading bookIsk quantum

SA-CCR charges double at OCBC in Q3

Singaporean bank’s counterparty credit risk up 28% to multi-year high

Locbc bankBasel committee on banking supervisionBasel committeeBanking supervisionEquity tierRisk quantumStandardised approach to counterparty credit risk sa ccrCounterparty credit riskCredit riskIsk weighted assets rwasUrrent exposure method cemXposure at default eadNternal models method immIsk quantum

Norinchukin s credit RWAs up 31% on early Basel III opt-in

Bank’s standardised charges surge 19-fold following overhaul of models’ scope and parameters

Norinchukin bankThe norinchukin bankFinancial services agency fsa japanStandardised approachesCredit riskCredit risk modellingRedit risk capitalBasel iiiCapital floorDvanced internal ratings based approacha irbNternal ratings based irb approachOundation internal ratings based approachf irbCredit ratingsRobability of default pdOss given default lgdXposure at default ead

ING s Russia loans sour five times faster than UniCredit s

Risk density of Dutch bank’s Russia portfolio soars from 54% to 229% during 2022

Wing bankKing groupCountercyclical bufferCredit riskRedit risk capitalCredit risk modellingXposure at default eadIsk weighted assets rwasRisk weightsRussia ukraine conflictIsk quantum

A-IRB to lose credit risk reach under Basel III

Americas banks expected to generate just 40% of RWAs using internal models, from 67% currently

Basel committee on banking supervisionBasel committeeBanking supervisionBasel committee on banking supervision bcbsEuropean banking authority ebaBank for international settlements bisHe americasDvanced internal ratings based approacha irbBasel iiiCredit riskCredit risk modellingXposure at default eadNternal ratings based irb approachIsk weighted assets rwasStandardised approachesOundation internal ratings based approachf irb

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