Tag: Market risk modelling

Non-CDS Instruments Dominate Bank’s €59.4bn CVA Hedges

April 21, 2026

Non-CDS Instruments Dominate Bank’s €59.4bn CVA Hedges

Bank Hits Amber Zone: H2 2025 Breaches Trigger Capital Add-on

April 18, 2026

Bank Hits Amber Zone: H2 2025 Breaches Trigger Capital Add-on

Reference Period Switch Boosts RWAs by €3.5 Billion

April 8, 2026

Reference Period Switch Boosts RWAs by €3.5 Billion

Q4 Charges Drop 15.8% as Legacy Assets Roll Off

April 7, 2026

Q4 Charges Drop 15.8% as Legacy Assets Roll Off