Image of drought

Why tougher liquidity rules may not reduce the risk of bank runs

EU regulator and industry experts say reform of the liquidity coverage ratio is the wrong response to the woes that befell Credit Suisse and SVB

SVB collapse

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Risk Quantum finds insights in data. The service tracks the public disclosures of over 120 banks, funds, insurers, corporates, and central counterparties – as well as reports from prudential and markets regulators – in Asia, Europe and North America.

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Citi’s CVA charge up 7% in Q1

Bank retains the highest capital requirements of any US dealer, ahead of JP Morgan and Bank of America

Credit Suisse bail-in

The 1990s

​​​​​​​Banks look back in anger as FRTB revives 1990s risk test

Under trading book rules, banks must compare their own sensitivity tests to the regulator's version. Risk managers complain the effort is regressive and “a nuisance”


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