Rabobank
Some eurozone banks have thin leverage capital buffers
Tier 1 capital surpluses above regulatory minimums range between 31% and 123%
MREL target drifts further out of Rabobank’s reach
Dutch bank has current MREL ratio of 27.8%, compared with target of 28.58%
EU banks increase systemic footprint
Values used for seven of 12 systemic risk indicators climb year-on-year
UK banks added OTC notionals in 2018 as EU peers cut back
Barclays, HSBC, Lloyds, Standard Chartered increased notionals by almost €15 trillion
Big EU banks’ Level 3 assets up 25% in 2018
Hard-to-value assets rise €35 billion year-on-year
Nordic, UK banks have highest countercyclical buffers
Nordea, Lloyds and RBS had the largest add-ons of banks surveyed
Dealers go quiet on Turkey research
Seven banks have not covered this week’s lira meltdown, following investigation of JP Morgan
Rabobank shuns wholesale funding
Dutch lender has reduced wholesale liabilities by 29% since 2014
European credit model outputs vary wildly
Risk densities range widely and out-of-sync with average probabilities of default
European banks junk op risk modelling
Barclays and BNP Paribas move to standardised approach in the second quarter
Capital structures vary across EU banks
Median lender's capital stack is 75% CET1, 10% AT1, and 15% Tier 2
European banks op risk losses dominated by business failures
Losses relating to accident and neglect account for 38% of op risk losses at eight big dealers
Italian banks hardest hit by IFRS 9 transition
Risk Quantum analysis of 36 banks from 11 European Union countries found that capital declined on average by 34bp between December 31, 2017, and March 31, 2018
Bank of the year: Rabobank
Dutch bank retools risk management framework
Former Rabobank Libor submitter admits guilt in rigging trial
Paul Robson to face sentencing for Libor manipulation in 2017
AMA, RCSAs and dealing with Libor at Rabobank
Dutch bank Rabobank has shaken off its Libor label pretty quickly, leaving it to focus on its co-operative roots, the AMA and its RCSA roll-out. Anne Snel-Simmons, head of operational risk management at Rabobank, talks to OpRisk about the challenges of…
Top 10 op risks: index rigging
The first in our series of top 10 op risks for 2014 looks at index rigging. The Libor-rigging scandal continues to grow, and other indexes may have been involved too
Rabobank fined $1 billion for Libor failings
Dutch bank the latest to pay for benchmark manipulation
Credit Suisse’s head of Asia equity derivatives sales retires
Min Park, regional head of equity derivatives and convertibles sales, is retiring from his role at Credit Suisse
Rabobank pulls plug on equity derivatives business
Bank has not decided whether to sell its book to other dealers
Rise in CCPs may spur collateral fragmentation
Currency controls