Abdool Fawzee Bhollah
Abdool is a former London-based reporter for Risk Quantum.
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Articles by Abdool Fawzee Bhollah
De-risking efforts yet to boost profits at Lloyds
Commercial banking entity saw RWAs fall -11% in 2019
Tax windfall at Crédit Agricole to fund capital shake-up
Relief for Emporiki sale bolstered CET1 capital ratio +40bp
Op RWAs tumble €3bn at Commerzbank in Q4
Op risk capital requirement the lowest for at least nine years
SA-CCR barely dents Commonwealth Bank’s capital ratio
Twelve basis point hit to CET1 capital ratio exceeds 7bp estimate
EU bank clients pressed for better trade terms in 2019
Hedge funds saw price and non-price conditions tighten in Q4
Spanish, Italian big banks purged bad loans in 2019
Top lenders outclass their host banking systems on NPL ratios
Corporate defaults push Danske Bank’s NPLs up 16%
Single-name exposures caused bulk of Q4 impairments
BNPP faces €67bn RWA hike under Basel III
Executives say ongoing capital generation and Pillar 2 changes will help keep CET1 ratio stable
VAR models at odds on forex, commodities, credit risks – EBA
Interquartile distribution of VAR outputs highest for small banks, watchdog finds
Six EU banks need to fix market risk models – EBA
Nineteen firms underestimated capital requirements versus benchmarks
Some EU banks can’t explain lowball credit model outputs
Negative unjustified deviations in capital requirements most widespread for corporate portfolios
EU insurers pile into loans, funds and private equity
Fund investments make up 12% of exposures as of Q3 2019
At US banks, CECL effects differ wildly
Truist bank sees reserves leap +150%; average increase is +50%
At Apple, derivatives notionals top $178bn
Credit loss amounts rocket on rate and currency fluctuations
EU banks failing on op risk and governance – ECB
Central bank raises concerns on board management, risk controls and data aggregation
ECB risk ratings find banks wanting
Fewer banks scored highly in SREP assessment than in 2017 and 2018
EU Pillar 2 charges hold steady in 2020
Capital add-ons range between 0.75% and 3.5% of RWAs in size
Top five clearing members dominate CCPs
Thirteen of 25 clearing services surveyed have 50% or more open positions in hands of top five members
‘Bad banks’ work best alongside capital injections – BIS
Those banks that did not get external funds struggled to improve even after using asset segregation schemes
UK firms lead in cross-border loans to shadow banks
Entities based in the UK had 20% of outstanding global loans to non-banks
Credit assets of non-banks top $44trn
Hedge funds increase loan and bond holdings the most of shadow-banking entities