Abdool Fawzee Bhollah
Abdool is a former London-based reporter for Risk Quantum.
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Articles by Abdool Fawzee Bhollah
European credit model outputs vary wildly
Risk densities range widely and out-of-sync with average probabilities of default
Corporate loan RWAs doubled by standardised approach
RWA densities for corporate loans under standardised approach stand at 94%, for A-IRB just 43%
State Street HQLA shift dampens investment yields
Allocations to agency mortgage-backed securities increase to 38.4% of portfolio total
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
LCH units bolster liquidity buffers
Cash at central banks and with commercial banks higher in the second quarter
Standardised market RWAs on the rise at EU banks
Standardised approach-generated RWAs increase €4.7 billion across 12 banks
US banks shuffle structured product portfolios
Investments classified as available-for-sale drop $8.7 billion across six largest dealers
Wells Fargo swells MBS trading portfolio
San Francisco-based dealer grows allocation by $11 billion from end-2016
Goldman adds bilateral derivatives as rivals cut back
Citi and JP Morgan reduce bilateral derivatives exposures by 10% and 2%, respectively