Alessandro Aimone
aimoneale.bsky.social
Alessandro Aimone
@aimoneale.bsky.social
Editor of Risk Quantum risk.net/riskquantum
Basel III (or a chunk of it anyway) for EU banks is finally here, and the first numbers are in.

BNP Paribas's operational risk capital charges up 60% as the bank retired its internal model and adopted the new standardised approach prescribed by the framework.

www.risk.net/risk-quantum...
May 1, 2025 at 10:26 AM
Our analysis shows that the total of $2.27 trillion is split between $1.02 trillion in AFS securities, $507 billion in HTM and $732 billion in HFT.

The accounting treatment matters because it'll determine how much of the recent price slump will feed through to banks’ balance sheets.
April 11, 2025 at 3:50 PM
TL;DR: Charles Schwab and Goldman Sachs would benefit the most
April 9, 2025 at 4:25 PM
Bless the Guardian for helping to keep my anxiety in check
January 22, 2025 at 1:06 PM
13 of them increased YoY, with just the indicator for trading volumes for equities and securities declining over the period.
November 27, 2024 at 4:26 PM
Last night @aoc.bsky.social asked people who voted for Trump AND her (or Dems down ballot) what triggered that choice.

Some of the answers are simply baffling.
November 11, 2024 at 8:59 AM
Comet A3 (Tsuchinshan–ATLAS), showing up in the evening sky. Simply stunning.
October 13, 2024 at 7:54 PM
On the one hand, being in a queue to join another queue is quintessentially British. On the other hand, I have a sinking feeling I ain't gonna see Oasis.
August 31, 2024 at 8:10 AM
It’s happening
August 27, 2024 at 7:02 AM