Abdool Fawzee Bhollah
Abdool is a former London-based reporter for Risk Quantum.
Follow Abdool Fawzee
Articles by Abdool Fawzee Bhollah
Morgan Stanley’s CVA charge swells 19% in Q1
Credit valuation adjustment capital charges have decreased at most G-Sibs year-on-year
Trading units of Swiss banks move in opposite directions
Over three years, Credit Suisse has cut RWAs allocated to trading 17%; UBS has increased them 46%
SocGen makes great strides to 12% capital target
Risk-weighted asset movements improve CET1 ratio by 23bp alone
ING offloads stake in Indian bank, bringing capital relief
Market RWAs drop €2 billion following asset sale
Nordic, UK banks have highest countercyclical buffers
Nordea, Lloyds and RBS had the largest add-ons of banks surveyed
US branches of foreign banks shed $91 billion of reserves in 2018
Drop-off coincides with Fed’s ‘normalisation’ strategy
BNP Paribas leads EU banks in CDS trading in 2018
French bank had €868 billion of credit derivatives notionals outstanding at year-end
RBS warns of higher loan losses in 2019
Impairments expected to remain below 30–40bp of outstanding loans
US G-Sibs build capital even as shareholder windfalls surge
The eight large US banks return more than $30 billion to equity holders
Credit risk concentrations vary across big EU banks
The median G-Sib had roughly 60% of its credit portfolio exposed to counterparties outside its domicile
Foreign banks stockpile HQLA in US branches
Median FBO has 48% of total HQLA in branches, but only 31% of total assets
Asset-backed securities swell Wells Fargo's revenues
Non-agency RMBS sales power $125 million of net gains on debt securities
Two banks dominate EU securitisations
Banco Santander and Deutsche account for over one-third of total securitisation exposures among G-Sibs
Foreign bank IHCs run more funding risk than US peers
More than 80% of foreign banks' short-term borrowings mature within 30 days
US G-Sibs owned over $50bn of other banks' capital in 2018
BofA Securities held the most of the group at $10.9 billion
People moves: Basel names new leaders, forex exits at BNP Paribas, and more
Latest job changes across the industry
OCC members' default fund payments drop 39% in 2018
Calculation switch shaves billions off mandatory contributions