Bond trading dominates EU bank market risk
Traded debt position risk accounts for 60% of market risk capital requirements
Debt trading made up the lion’s share of European Union banks’ market risk capital requirements during the first half of 2018, data gathered by the European Banking Authority’s transparency exercise shows.
Traded debt instrument position risk made up 60% of EU dealers' total standardised approach market risk-weighted assets. Foreign exchange risk accounted for 19%, equities position risk 17% and commodities 4%. Aggregate SA market RWAs across the sample of the 153 banks included in the
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