Intesa Sanpaolo
Standardised market RWAs on the rise at EU banks
Standardised approach-generated RWAs increase €4.7 billion across 12 banks
EU bank leverage increases in H1
Average leverage ratios degrade 19 basis points in six months to June
Top European banks shed $32 billion in op risk
5% average drop across 16 European banks reported quarter to quarter
Italian banks hardest hit by IFRS 9 transition
Risk Quantum analysis of 36 banks from 11 European Union countries found that capital declined on average by 34bp between December 31, 2017, and March 31, 2018
Forecasting crypto crashes with bubble analysis
Analysis finds bubble signals in bitcoin and ether, write trio of quant risk managers
Video interview: Fabio Merlino, Intesa Sanpaolo
Fabio Merlino, head of retail and insurance risk discusses how the wealth management division of Intesa Sanpaolo upgraded its risk analytics capabilities with the algo system used by its proprietary traders
No safety net: EU urged to accelerate bail-in buffers
Without MREL or TLAC, governments are at mercy of private buyers for failed banks
Public interest loophole casts doubt on EU banking union
Bondholders face fresh uncertainty about European use of bail-in, critics warn
Seeking a systemic role
Sponsored Q&A: Banca IMI
Institutional structurer of the year: Credit Suisse
Bumper deal for Intesa Sanpaolo gains recognition
Banks look to cut corners on CVA computation
Cutting CVA corners
ORR Innovation Awards 2011: Manager of the Year
Giulio Mignola, Intesa Sanpaolo
New chairman and board for ORX
Mignola new chair of Operational Risk data eXchange
Bank of Italy defends change on capital accounting
Allowing banks to ignore falling bond prices for capital purposes is a legitimate move, says regulator
Banca Fideuram focuses on clarity
Tightening spreads are making it more difficult for banks to factor protection into their products and although the market is stabilising, having protection and products they understand is still an important factor for Banca Fideuram’s customers. Clare…
Replicating success
The financial crisis drummed home to many banks the advantages of quickly calculating exposures and executing hedges for complex portfolios. As a result, some banks are looking to the insurance sector and their use of replicating portfolios.
Weather derivatives notional volumes fall by $100 million
The Weather Risk Management Association (WRMA), the international trade organisation of the weather derivatives industry, yesterday said that the notional value of weather derivatives contracts fell by $100 million from last year’s figures.
Dealers rebut UK covered warrants market flop claims
Leading warrants dealers in the UK have rebutted claims that the London Stock Exchange’s (LSE) new covered warrants market is a flop.
Ethical ETF launches on Borsa Italiana
A new euro-denominated ethical index exchange-traded fund (ETF) started trading on the Borsa Italiana – the Italian stock exchange – today. The Ethical Index Euro ETF (ticker B1ET IM) is the first ethical ETF in Italy.
JP Morgan Chase pushes use of credit derivatives to enhance returns
JP Morgan Chase plans to give a number of presentations to asset managers to encourage them to use credit derivatives to enhance returns.
Cost of credit protection for IntesaBci widens due to weak Q3 results
The cost of senior five-year credit protection for IntesaBci widened 12 basis points to 87bp-mid, with its subordinated debt protection widening 40bp to 190bp-mid, after it reported weaker-than-expected results yesterday.
Weather risk market remains buoyant, claims Clemmons
The global weather risk market is still healthy, despite high profile departures from the market, speakers told delegates at Risk 's WeatherRisk conference in London today.
IntesaBci pulls back from credit derivatives; overhauls risk
Italy’s largest bank, IntesaBci, plans to downsize its credit derivatives business as part of a dramatic restructuring of its business.