How do European and UK banks compare when it comes to prudent valuation adjustments?

In our latest whitepaper, we provide a data-driven analysis of Additional Valuation Adjustments (AVAs) reported by a broad set of institutions across the EU and UK. We explore differences between trading and banking book allocations, highlight the AVA components driving the largest capital adjustments, and track year-on-year developments between 2023 and 2024.

To complement the paper, we’ve also built an interactive dashboard that allows for deeper peer insights and benchmarking across AVA categories.