In value-at-risk models, counterparty exposure and securities holdings, the impact of the pandemic appears across bank balance sheets
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In value-at-risk models, counterparty exposure and securities holdings, the impact of the pandemic appears across bank balance sheets
Continue reading..The Covid-19 pandemic is driving bond yields to record lows. Meanwhile, the exposure of large US banks to falling rates has been amplified by regulatory changes and ballooning securities portfolios.
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Dozens of books have already been published on the...
One in two corporate bonds issued this year have b...
Distress is building in corners of the Chinese off...
Using Credit Suisse's Archegos report, we explore ...