Loans
Canadian banks see loan-loss reserves diverge
Provisions rise at Scotiabank and BMO; drop off at TD Bank, CIBC and RBC
Eurozone securitisation engine sputters in Q1
Holdings of eurozone bank loans by SPEs are contracting
Shadow banks gobble up cross–border loans
Traditional lenders' claims on non-bank financial institutions increased 8% at year-end
US Bancorp takes axe to toxic loans
Non-performing assets fall 17% year-on-year
Fed DFAST models project huge credit card losses
Losses of over 57% estimated for high-risk accounts
Accounting shake-up set to hit China shadow banking
Banks brace for extra provisions under IFRS 9 for loans masquerading as investment products
Canadian Big Five hoard reserves as credit outlook decays
Four of the five largest Canadian lenders saw provisions rise, with BMO the only outlier
Are lenders using risk-based pricing in the Italian consumer loan market? The effect of the 2008 crisis
This paper analyzes whether in Italy the price of consumer loans is based on borrower-specific credit risk.
First SOFR term rate coming in 2020
Staff at the New York Fed are working on a series of backward-looking averages
Model woes swell ABN Amro RWAs
Trim and model reviews add €5 billion in risk-weighted assets
Libor may linger as regulators ‘change tune’
CFTC and FCA suggest benchmark could be kept alive to avoid cash market chaos
Intesa Sanpaolo slashed bad loans 26% last year
NPL ratio plummets to 4.2% from 6.2% in 2017
Lenders favour eurozone non-bank borrowers
Cross-border claims on the euro area grow for the first time since Q2 2016
Large banks thrash regionals’ proposal on CECL
Plan would require more work and produce no capital benefit, executives tell FASB
Cross-border euro lending rebounds in Q3
Intra-euro area cross-border claims accounted for 40% of the annual increase
Non-payment insurance grows as banks shun stuttering CDS market
Credit portfolio managers explore insurance contracts to offset risk from loan book
US G-Sibs hike loan-loss provisions by $737m
Five banks increased PCLs in the fourth quarter of 2018, with JP Morgan leading the way
Overseas lenders back eurozone, shun UK and US
Cross-border loans to eurozone increase $93 billion in third quarter of 2018
Optimism fades to uncertainty on banks’ CECL proposal
As crunch FASB meeting approaches, most decline to speculate on outcome
A tenth of users ‘don’t know’ if Libor death affects them, survey finds
Respondents blame low industry preparedness on lack of standardisation in treatment of fallbacks
AIIB risk chief on steering China’s World Bank rival
Martin Kimmig on the Asian Infrastructure Investment Bank’s challenge of overcoming patchy credit data
Pooled resources offer way to keep credit models afloat
Supervisors drive banks to seek more corporate default data and cost-effective model improvements
Italian banks lead EU on cutting soured loans
Intesa Sanpaolo, Banco BPM, UniCredit shed most NPLs in H1
Italian banks hold most of Europe's loan reserves – EBA
Italy accounts for €84 billion of stage 3 allowances alone