VAR-based charges drop at Goldman and Wells, rise at JP
US global systemically important banks’ (G-Sibs) value-at-risk capital charges fell 7% on average in the three months to September, as the level of market risk exposure decreased for the second consecutive quarter.
Goldman Sachs and Wells Fargo posted the largest drop in their VAR-based capital requirements on the quarter, by 18% each, compared to a relatively flat second quarter. They were followed by Bank of America, which cut its requirements by 12%.
State Street, BNY Mellon, Morgan Stanley
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact [email protected] to find out more.
You are currently unable to copy this content. Please contact [email protected] to find out more.
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email [email protected]
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email [email protected]
More on Risk Quantum
Regulation
NSFR may clear up questions about Nomura’s balance sheet
The risks of off-balance sheet financing remain largely hidden from view
Receive this by email