Risk Quantum/Bank of Communications (BoComm)
Ping An’s LCR hovers above regulatory minimum after Q3 plunge
Lowest ratio in at least four years driven by plummeting HQLAs
New risk indicator ensnares BofA, benefits Chinese banks
Overhaul in substitutability category pushed US bank's capital surcharge to 2%
At some Chinese banks, NPL growth outpaces allowances
Bank of Beijing, Bank of China, China Merchants Bank and Industrial Bank see bad loans climb faster than set-asides
China’s ABC, BoC buck H1 trend and cut market risk
Market risk charges keep rising at CCB, ICBC and all non-systemic banks
BoComm’s CET1 ratio drops to lowest since 2013
RWAs jumped 8% in the first half, dragging capital adequacy down 63bp
China’s top banks slashed market RWAs by $15bn in 2021
Aggregate market RWAs at top five lenders down 17% in year marred by domestic and overseas volatility
BoComm, Nomura and Citic near G-Sib designation
Dealers could all become members of the club next year if trend continues
Almost G-Sibs: five banks near systemic designation
Chinese banks continue to grow systemic footprints
Fifth Chinese bank nears G-Sib designation
Build-up of trading assets and hard-to-value instruments contributed to Bank of Communication’s G-Sib score increase