Progress on US banks’ EVE transparency grinds to a halt
No additional disclosures of key metric linked to SVB collapse in latest round of public filings
Nearly 18 months after the collapse of Silicon Valley Bank, progress to improve US banks’ transparency on their economic value of equity (EVE) sensitivity – an indicator that assesses the impact of interest rate changes on the net cashflow of a bank’s balance sheet – have stalled.
A Risk Quantum analysis found the number of banks disclosing figures for EVE sensitivity remained unchanged between
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