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Did the Fed's stress capital buffer blunt CCAR?

Experts fear flagship test’s use as a capital top-up has undermined its role in risk management

Federal-reserve
Wall-street
Silicon-valley-bank
Nited-states-us
Car
Counterparty-credit-risk
Rrbb
Stress-testing
Stress-scenarios
Stress-capital-buffer
Risk-management

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-bank
Risk-quantum
Citi
Wells-fargo
Goldman-sachs
Regions-bank
Pacwest-bancorp
Banc-of-california
Western-alliance-bank
Federal-reserve
Basel-committee-on-banking-supervision-bcbs

Basel's cherry-picking toughens IRRBB shock scenarios

European banks want higher outlier thresholds to offset higher confidence level in new standard

Basel-committee-on-banking-supervision
Basel-committee
Banking-supervision
Basel-committee-on-banking-supervision-bcbs
European-banking-authority-eba
Europe
Asset-and-liability-management-alm
Banking-book
Apital-requirements-directive-crd
Confidence-interval
Edging

Anticipating Fed cuts, Huntington drops $15.5bn of pay-fixed swaptions

Bank terminates costly hedging strategy merely a quarter after upping notional values by a third

Huntington-bancshares
Federal-reserve
North-america
Nited-states-us
Ayer-swaptions
Swaptions
Nterest-rate-swaps
Swaps
Interest-rate-risk
Interest-rate-options
Interest-rates

Review of 2023: A hard road to a soft landing

Banks and regulators were caught in the crosswinds of the fight against inflation

Netherlands
United-states
Zurich
Züsz
Switzerland
United-kingdom
Swiss
Dutch
America
Chris-slusher
Andreas-bohn
Marco-pistoia

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