Nordea
Nordea’s CVA charge jumps 30% in Q1
Highest reading for the Finnish bank since the start of 2019
SocGen, ING most exposed to rate shocks among EU banks
Banks’ economic value of equity would shrink under higher rates scenarios
EU banks racked up VAR breaches in 2021
Crédit Agricole and ING Bank hit with higher multipliers after exception count rises
Nordea’s trading VAR keeps climbing amid rate hike jitters
Trading risk gauge surged 17% through Q4
Santander’s VAR surges 17% in Q3
Macroeconomic jitters push credit spread and interest rate risk up, but bank’s traders net income windfall
Nordea’s trading VAR up 58% in Q3
Higher equity and interest rate risk pushed measure to highest level since March 2020
EU banks’ derivatives exposures jumped 36% in H1
Top banks added €235bn since December, amid switch to SA-CCR and a new leverage ratio template
Securities market frenzy drives up mid-sized European banks' systemic risk
Nordea’s underwriting activity jumped by almost 7,000% in 2020
Nordea faces higher capital requirement following ESRB recommendation
A decision by the Finnish Financial Supervisory Authority may add 95bp to the bank’s CET1 capital ratio requirement
Operational resilience – Driving excellence and effective measurement in financial services
This webinar explores how to build resilience across an organisation, discussing actions and measures companies are currently taking to become more agile, adaptable and able to future-proof their business growth
Green figures: EU funds search for sustainable taxonomy data
Fund managers must report compliance with taxonomy before many investee companies
LCR rises for EU banks in Q1, but liquidity strategies diverge
Eurozone banks are still hoarding liquidity, but as vaccines take effect a rethink may be needed
Deutsche leads eurozone banks on exempted exposures
German bank increased central bank reserves currently excluded from leverage ratio the most in Q1
Funds breathe out as EU regulators ease ESG data rules
Majority of mandatory indicators become optional in final draft of sustainability regulation
Regulatory breaks strengthened EU banks’ CET1 ratios in 2020
In spite of Covid turmoil, top lenders improved their CET1 ratios by around 70bp on average
EU banks count capital benefits of new software treatment
Deutsche Bank reaps 43bp gross benefit
Nordea CRO – a ‘controls freak’ meets Covid
Flexible checks and balances at bank's asset management arm kept risks within tolerance
Quant investment firm of the year: Nordea Asset Management
Risk Awards 2021: focus on tail risk – and a little ice in the veins – helped Nordea stare down Covid
Loan-loss provisions take a smaller bite out of EU banks in Q3
Set-asides fell 57% quarter on quarter
Preparation paid off for funds during Covid liquidity crunch
Buy-side risk survey: how asset managers weathered the liquidity crisis in March
Eurozone bank capital buffers swell on Covid relief measures
Average buffer increases to 393bp across 14 eurozone lenders
As Covid snaps credit models, lenders turn to stress-testing
Banks enlist scenario analysis to bolster creaking default models
Lower risk-weights for real estate free up Nordea’s capital
ECB cut risk-weights for Swedish and Norwegian commercial real estate to 50% at year-end
OTC client clearer of the year: Bank of America
Risk Awards 2020: Pivot to Europe pays off with market share growth and big client wins