

HSBC leads EU banks on VAR measures
HSBC had the most trading risk exposures measured using the internal model approach (IMA) of the banks featured in the European Union’s latest transparency exercise.
The UK bank had €26.8 billion ($29.9 billion) of IMA market risk-weighted assets (RWAs) as of end-June 2019. Deutsche Bank followed with €25.3 billion, and BNP Paribas with €17.6 billion.
RWAs closely tracked the value-at-risk measures disclosed for each bank. Every firm in the exercise disclosed their average VAR for the
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
French regulator questions need for share trading equivalence
Esma’s reinterpretation ahead of Brexit reduces need for equivalence system, says AMF official
Receive this by email