Subject: Schwab’s short-term funding strategy shifts to secured borrowing post-2023 scare

DATA INSIGHTS, DELIVERED DAILY

Schwab’s short-term funding strategy shifts to secured borrowing post-2023 scare

Dealer cut unsecured borrowing and brokered deposits in favour of collateralised financing

29 May 2024 | Data

Risk Quantum

Record number of US banks turned to riskless assets in Q1

Western Alliance leads pack with doubling of exposures in 0% bucket

28 May 2024 | Data

Risk Quantum

Cleared rate for CDSs dropped in H2 2023

Record five-percentage point decline driven by multi-name contracts

24 May 2024 | Data

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Risk Quantum

ABN Amro takes €1.7bn RWA add-on from credit models rejig

Just over 40% of credit risk RWAs still calculated under the A-IRB approach, down from 90% two years ago

23 May 2024 | Data

Risk Quantum

Japanese banks reap ¥9trn RWA savings from FRTB switch

Tokyo’s dealers fare better than overseas rivals on new CVA and market risk approaches

22 May 2024 | Data

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