Netherlands
Eurex passes volatility test with flying colours
Eurex explores how Covid‑19 volatility across the industry has tested market participants’ resilience, and how the central counterparty itself has proved its credentials as a reliable and sustainable euro liquidity pool
Why Asian firms expect a major systems and data overhaul
In this feature, Bing Li, head of Asia‑Pacific, and Steffan Tsilimos, global head of interest rate derivatives products at Bloomberg, explore the implications of the Libor transition on the Asia markets and the broader market impact of the transition
Concerns roil prop clearing waters in wake of ABN losses
State-backed lender insists few clients have defected – but sharks circle, post-Parplus
Count them in? Big US banks mull PCAF carbon standard
BofA, Citi and Wells Fargo looking to adopt emissions standard popular with EU lenders
Six VAR breaches at ABN Amro in Q1
Market risk capital charge climbs 57% in response
Aegon, Allianz Solvency II ratios diverge under coronavirus stress
Aegon cites volatility adjustment for buoying capital position through the crisis
ING hit by €92m XVA loss
Credit trading business tagged for trading losses
ICAAP/ILAAP – Unlocking business value from capital and liquidity assessment
Regulators consider banks’ internal capital adequacy and assessment process (ICAAP) and internal liquidity adequacy assessment process (ILAAP) important tools in managing risk. The European Central Bank’s (ECB’s) updated guidance – which came into effect…
Model flaws continue to dog ABN Amro
Trim added €10 billion of risk-weighted assets in 2019
Model review adds €13bn to ING’s RWAs
Trim effects projected to raise CET1 requirement by at least €600m
Quant Guide 2020: Erasmus University Rotterdam
Rotterdam, Netherlands
Quant Guide 2020: University of Amsterdam
Amsterdam, Netherlands
ING confident of capital target despite headwinds
Countercyclical capital charges push minimum capital requirement higher
MREL target drifts further out of Rabobank’s reach
Dutch bank has current MREL ratio of 27.8%, compared with target of 28.58%
Model update pushes ING’s op RWAs up 17%
Changes to AMA model behind €6.2 billion uplift
EU stress tests not as tough as financial crisis
Projected GDP decline for Spain, Ireland and Italy milder than during the credit crunch
ECB model review continues to eat at ABN Amro’s capital
Trim effects add €1.3 billion of RWAs in Q1
Court rules for Deutsche in negative interest case
Decision turns on Isda’s 2010 best practice guide, which said interest was only payable when rates were positive
ING offloads stake in Indian bank, bringing capital relief
Market RWAs drop €2 billion following asset sale
In Netherlands vs Deutsche Bank, bets are on Deutsche
A decision is looming on Dutch appeal after being denied payment on interest rates gone negative
Rabobank shuns wholesale funding
Dutch lender has reduced wholesale liabilities by 29% since 2014
ING trims op risk charge by 11% in 2018
Bank benefits from AMA model upgrades
On hedging, BP and Shell set different timelines
Shell has much larger share of derivatives classified as current than BP
Quant Guide 2019: University of Amsterdam
Amsterdam, Netherlands