Deutsche Bank
Cross-border risks drive European G-Sib scores
Basel method shows cross-jurisdictional activity makes up 30.8% of banks’ total G-Sib scores
Market risk drops €5 billion at big EU banks, reversing trend
Banco Santander posts largest reduction of group, with market RWAs falling €2.2 billion
Quant research team of the year: Deutsche Bank
Risk Awards 2019: Deutsche’s quants dig for alpha
Deutsche largest derivatives bank in 2017
German dealer accounted for 8% of total notionals across 75 largest banks
LCRs show US banks run more risk than European peers
The gap between the two averages has widened over the past three quarters to 250bp from 212bp
How to apply Python to complex financial markets
The unprecedented proliferation of data in derivatives markets has led to a rise in popularity of Python, a multipurpose programming language known for its versatility and flexibility. Undoubtedly, the increased adoption of Python has helped enable…
UK and EU bank leverage ratios edge lower
Average European G-Sib ratio down 27bp year to date
EU G-Sibs cut $14 billion in op risk
Banco Santander posted the largest decline – at 7% – with op RWAs falling to $70 billion
In EU stress tests, everyone’s a loser
European Union-wide stress tests deserve a 'Could do better'
Capital sharing caps hit over half of EU stress test banks
Capital conservation measure saves 25 banks €52 billion over stress-test period
German banks biggest losers in EBA stress tests
Eight German lenders projected to shed €41 billion in CET1 capital under adverse scenario
Deutsche, Barclays breach leverage ratios in EBA stress tests
Five banks fall below 3% regulatory minimum level
European credit model outputs vary wildly
Risk densities range widely and out-of-sync with average probabilities of default
Deutsche sweats accounting switch, model probe
CET1 ratio could fall 40bp following ECB-led internal model assessment
Corporate loan RWAs doubled by standardised approach
RWA densities for corporate loans under standardised approach stand at 94%, for A-IRB just 43%
Compliance preparations amid uncertain rules
A forum of industry leaders discusses how banks will define individual trading desks under FRTB, whether BCBS 239 compliance projects can help banks meet FRTB risk data challenges, which model validation obstacles banks still face and other key topics
Deutsche Bank's risky corporate loan pile towers over peers
German lender has one-quarter of all high-risk corporate loans reported by EU big banks
Podcast: Montoro on FRTB thresholds and non-modellable risks
Senior risk manager also argues Kolmogorov-Smirnov test is better than Chi-squared
Standardised market RWAs on the rise at EU banks
Standardised approach-generated RWAs increase €4.7 billion across 12 banks
Asia Risk Awards 2018: The winners
High achievers in the fields of risk management and derivatives across Asia
Currency derivatives house of the year: Deutsche Bank
Asia Risk Awards 2018
People moves: BAML makes changes in derivatives clearing, Mattatia joins MSCI, RBS hires new CRO, and more
Latest job changes across the industry
EU bank leverage increases in H1
Average leverage ratios degrade 19 basis points in six months to June
European banks junk op risk modelling
Barclays and BNP Paribas move to standardised approach in the second quarter