Bond trading dominates EU bank market risk
Traded debt position risk accounts for 60% of market risk capital requirements
Debt trading made up the lion’s share of European Union banks’ market risk capital requirements during the first half of 2018, data gathered by the European Banking Authority’s transparency exercise shows.
Traded debt instrument position risk made up 60% of EU dealers' total standardised approach market risk-weighted assets. Foreign exchange risk accounted for 19%, equities position risk 17% and
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact info@risk.net to find out more.
You are currently unable to copy this content. Please contact info@risk.net to find out more.
Copyright Infopro Digital Limited. All rights reserved.
As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (point 2.4), printing is limited to a single copy.
If you would like to purchase additional rights please email info@risk.net
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.
If you would like to purchase additional rights please email info@risk.net
More on Risk Quantum
Morgan Stanley FCM capital surges to record $26.7 billion
July’s $6 billion increase is largest in firm’s history, despite lower capital requirements
CBLR overhaul opens door to 348 more banks
Only 60 community banks still excluded from opting into leverage ratio-only requirements
Westpac’s credit exposures surge on Aussie dollar moves
Bank adds A$1.5bn in CVA and CCR charges in latest quarter, driven by higher mark-to-market value of derivatives
Deutsche Bank bad loan charge hits record on CRE woes
Allowance against higher-risk property loans tops €1bn for the first time
Sterling interest rate options climb to highest on record
Greater options use hints at uncertainty over BoE rate trajectory
BofA’s Level 2 HQLAs triple in Q2
Less liquid assets make up highest share of buffer in three years
AmEx debuts with second-lowest unadjusted NSFR
Category II transition will likely reduce funding cushion from 2027
Japan’s G-Sibs’ fallback fund RWAs top ¥1trn
SMFG drives 62% quarterly rise as MUFG cites methodology effects
