Basel’s cherry-picking toughens IRRBB shock scenarios

European banks want higher outlier thresholds to offset higher confidence level in new standard


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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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US banks’ non-core funding dependence ratio jumped in 2023

BHCs’ aggregate figure almost doubled to post-pandemic high last year


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Prop traders call for new rules on pre-close briefings

Price swings after private meetings alarm PTFs, but Esma gives regulators no ‘specific guidance’


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