Standard Chartered
Lloyds’ the outlier as UK banks crush CVA charges in Q3
Aggregate CVA RWAs of top five UK banks fell 21%
Barclays, unlike UK peers, saw its LCR surge in Q3
High-quality liquid assets surged 9% quarter on quarter
UK banks took £2bn of loan-loss provisions in Q3
Barclays and HSBC increased reserves the most out of the top lenders
AML bill will swamp financial crime teams, banks warn
Proposed US legislation could force firms to run new and old systems in parallel, stretching resources
Banks, regulators call for global climate risk standards
Carney and Winters warn private sector cannot move much further without lawmakers
Which EU banks hold the most loans subject to Covid relief?
UK lender Lloyds had 13% of its loan book under payment moratoria as of June 30
Covid credit outlooks for UK banks vary
Standard Chartered and HSBC have worst downside outlooks relative to their own base cases
Malaysia Ibor trades vs SOFR in new sign of Asia transition
CIMB, Standard Chartered Malaysia strike second swap in region to use Ibor rate against US RFR
Barclays led UK banks in growing CDS book through Covid shock
Dealer saw credit derivatives notionals balloon £58.1 billion over the first half
A risk-based approach to AML and financial crime risk in Asia‑Pacific
Financial institutions across Asia‑Pacific are grappling with fast-changing risks and digital transformation in their efforts against money launderers and financial criminals. Risk.net hosted a webinar in association with NICE Actimize to discuss the…
Asia Risk Awards 2020: The winners
Winners of the Asia Risk Awards and Technology Awards
Currency derivatives house of the year: Standard Chartered
Asia Risk Awards 2020
Virus volatility swelled CVA charges at Barclays, NatWest in H1
PRA capital relief for market risk eased the CVA burden at some lenders
Asia people moves: Credit Suisse strengthens China mainland JV, new BNP Apac head, and more
Latest job changes across the industry
Systemic European banks’ bail-in buffers fell in Q1
Bail-in debt stocks increase, but balance sheet expansion crimps TLAC ratios
Counterparty risk capital charges up 20% at top UK banks
StanChart CCR capital requirement jumps 41% over the first quarter
LCH debuts central clearing for Sora derivatives
CCP expects surge in volumes after clearing first trade linked to Singapore’s risk-free rate
Eurozone bank capital buffers swell on Covid relief measures
Average buffer increases to 393bp across 14 eurozone lenders
UK banks eye Pillar 2 savings after PRA intervention
Top lenders could free £4.4 billion of capital
People moves: Brevan Howard risk head moves to Coremont unit, Pimco PMs, and more
Latest job changes across the industry
New securitisation rules weigh on UK banks
HSBC sees capital charge increase 41% quarter-on-quarter
UK banks put £7.6bn aside for credit losses in Q1
Impairment charges were roughly double aggregate net profits at top lenders
PRA relief blunts market risk surge at Barclays, StanChart
Without temporary measures, market RWAs would have been 18% higher at StanChart
To model the real world, quants turn to synthetic data
Future financial models will be built using artificially generated data