Abdool Fawzee Bhollah
Abdool is a former London-based reporter for Risk Quantum.
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Articles by Abdool Fawzee Bhollah
Counterparty risk climbs at JP Morgan, falls back at rivals
JP Morgan EADs up 10% and CRR RWAs 11% year-on-year
Higher market risk raises Basel III capital shortfall to €36bn
Internationally active banks further from capital targets than at end-2017
Schwab, Northern Trust’s funding risk rivals G-Sibs'
Two non-G-Sibs have high short-term wholesale funding scores under Method 2
Illiquid trading assets drop at big US banks in Q4 2018
Non-HQLA securities fell $146 billion in aggregate
One-third of US G-Sib capital due to op risk
Op risk share of total RWAs has increased over three years
PRA's Pillar 2 add-ons reflect mixed verdict on UK banks
Median CET1 Pillar 2A charge for big six banks rises to 2.25%
UK banks find various ways to de-risk
Risk-weighted assets fall despite loan growth at four of big five lenders
Ring-fencing law swells Lloyds’ swap book
Recognition of intra-group trades boosts leverage exposure measure and CCP charges
JP Morgan's repo book bulged at year end
US bank added $101 billion of repo assets in three months to end-December
EU Pillar 2 charges vary by country
Nordea leads large EU banks' with Pillar 2 requirement of 3.2% in 2018
VAR surges, revenues tank at French banks hurt by volatility
Revenues decline €1.2 billion at big four banks' trading arms
Buoyant US economy, harsher CCAR for regionals
Strong correlation between US GDP variable and CET1 burn at mid-size domestic banks
EU, Canada banks lag rivals on IRB model coverage
Median bank has 78% of credit risk-weighted assets under IRB approaches
One-quarter of market risk not modellable
US banks have largest portion of capital requirement set by the SA
Banks divided on op risk approaches
EU banks favour standardised approach, North American and Australian lenders the AMA