Silicon Valley Bank
Latest FDIC special assessment tougher than 2009 version
Most US banks face higher toll under new methodology
At US banks, paper losses on HTM securities hit new high
Bank of America leads way as mortgage-backed securities drive aggregate rise in Q3
Filling the gaps in Basel’s interest rate risk measures
Reverse stress-testing or VAR may work better than existing outlier tests, but are hard to manage
New trends in interest rate and liquidity risk management
A recent series of Risk.net webinars explored the banking crisis, interest rate risk and revamping banking asset-liability management practices. In the series, panellists dissected what went wrong and identified early lessons. Fast forward to the close…
Don’t count on repo to monetise liquidity books, say experts
QT could force banks to sell bonds during stress, underlining need for fair value accounting
Do all roads lead to multi-scenario Fed stress tests?
This year’s CCAR faced criticism for underweighting the risk of higher-for-longer inflation
How operational risk managers won a battle and lost a war
Applying op risk capital to US regional banks is positive, but the SMA may not be fit for purpose
US banks offload FHLB advances after record glut in Q1
First Citizens leads shift, Regions bucks trend
SRB head asks for extra tools to restore faith in resolution
Laboureix disputes Swiss claim that G-Sibs are not resolvable, but wants improvements to framework
Fed urged to focus on resolvability in Basel III endgame
Industry roundtable suggests resolution planning should take priority over higher G-Sib charge
Five US banks would breach CET1 buffers on AFS loss reinclusion
Fed’s vice-chair proposal to scrap AOCI waiver would cripple KeyCorp the most
Lawmakers ask how big is too big for US banks
JP Morgan purchase of First Republic sparks debate over 10% cap on deposit market share
As Libor ends, credit-sensitive rates face day of reckoning
Iosco to issue compliance verdict on Ameribor and BSBY as transition deadline looms
Lessons on bank resolution, from Silicon Valley to Zurich
After the chaos of SVB and Credit Suisse, is First Republic a model for future bank rescues?
US regionals need at least two years for TLAC transition
Market participants think issuance will be feasible for largest, but only in calmer conditions
Regulators’ remorse: SVB and the case for IRRBB capital charges
Basel Committee chair among those who say Pillar 1 capital requirement could have helped control SVB risks
Basel’s IRRBB shock scenario update hit by US crisis
Recalibration of shocks had been touted for Q3, but wider rethink may now cause delay
After SVB downfall, EBA stress test seeks out unrealised losses
European regulator asks for data on the fair value and sensitivity of bonds and their hedges
First Citizens leads regional bank rush for riskless assets
Share of 0% risk-weighted assets increases at small banks for first time in seven quarters
Risk modellers navigate fearful new world of depositor behaviour
Silicon Valley Bank suffered fastest bank run in history, but how should others respond?
In bank runs and market crashes, it matters how ideas ‘catch’
Contagion episodes show importance of network effects in finance