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EU banks' incremental risk charges soared in volatile H2

Charge for traded-bond default and downgrade risk hit ten-year high at BNP Paribas ....

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Loss of ruble volatility waiver costs UniCredit €2.2bn in RWAs

Lender forced to capitalise FX risk from Russian operations after ECB withdraws key exemption ....

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VAR breaches trip up Citi, CS USA and two others in Q3

Comerica’s VAR multiplier ratchets up while Huntington’s remains at record high ....

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FRTB managers face hard facts about risk factors

There are ways to reduce the capital charges caused by NMRFs, but they come at a price ....

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BofA's VAR reels back to pre-pandemic level

Dealer leads large US banks on curtailing market risk ....

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