Capital adequacy
UBS set for highest G-Sib CET1 minimum under Swiss proposal
Effective CET1 minimum would clear 13% on foreign-participant deduction
One thing missing from US Basel III proposal: a deadline
Without a deadline, risk teams will struggle to secure resources to begin implementation projects
JPM gripes over Fed G-Sib surcharges tweak
Disentangling RWAs from STWF indicator would dampen surcharge relief under endgame proposal
FCM capital requirements surge to record highs
Buffers over minimums fall to decade lows as requirements outpace capital
ABN Amro cuts €1.7bn of RWAs through Blackstone SRT
Deal with asset manager forms bank’s second synthetic transfer in 2025
Eight US dealers set to dodge FRTB application
Revised trading-activity thresholds would narrow scope of market risk framework
AOCI reinclusion would strip $49.5bn from US bank capital
Schwab, Ally and Fifth Third face largest CET1 hits under Fed Basel III endgame proposal
Fed review of mortgage servicing risk-weight to help Western Alliance most
Bowman proposal to revisit 250% risk-weight could reshape $92 billion of RWAs
US banks tread carefully after record stress buffer cuts
Lower SCBs take effect, but capital deployment remains restrained
Apple credit card acquisition pushes JP Morgan above Collins floor
Modelled RWAs overtake standardised output for first time since Q3 2016
Barclays runs closest to capital hurdles in BoE stress test
UK lender still weakest against required minimums but widens buffers from prior exercise
BoE lowers capital benchmark for first time in a decade
Drop to 13% envisages 0.5pp decline in Pillar 2 add-ons after Basel III
ECB bank supervisors want top-down stress test that bites
Proposal would simplify capital structure with something similar to US stress capital buffer
JP Morgan attracts bigger add-on from Fed’s G-Sib scoring
Methodological divergence with Basel Committee results in double the surcharge
How window-dressing distorts US repo markets
Banks crush their repo balances periodically to massage systemic indicators, with far-reaching consequences for borrowing rates
Morgan Stanley set for biggest reset under softened eSLR
Bank’s leverage utilisation to fall from over 90% to 64% under new buffer
BofA and ICBC lose, Deutsche wins in latest G-Sib audit
Latest assessment of systemic lenders brings capital relief to German giant
FCM capital buffers drop below pandemic nadir
HSBC Securities, RBC Capital Markets set record lows for surplus over requirements
Half of European banks already embed FRTB into XVA pricing
US and rest of world lag Europe in incorporation of Basel capital rules into XVA calculations, Risk Benchmarking analysis shows
Lower SCBs bring Citi, JPM close to Collins floor
Uncertainty lingers amid Fed proposal on SCB averaging and push to scrap the floor
DFAST model changes would boost capital ratios
But category IV banks would suffer amid PPNR overhaul