Risk Quantum/Barclays
HSBC led EU G-Sibs on collateralisation in 2018
UK bank posted €908 billion for derivatives and SFTs as of year-end
SFT netting trails swaps at big EU banks
Netting wiped €1.5 trillion off nine G-Sibs' swaps exposures
Deutsche’s counterparty exposures at odds with capital
Large share of bank’s trades capitalised under internal model method
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
Two banks dominate EU securitisations
Banco Santander and Deutsche account for over one-third of total securitisation exposures among G-Sibs
EU G-Sibs add €2.7bn of op RWAs in 2018
Op risk charge anticipated to jump €21.5 billion under Basel III
Fed proposal likely to relax rules for foreign banks
Few FBOs will face toughest level of regulation, according to Fed estimates
EU G-Sibs' CCP exposures topped €223bn in 2018
Societe Generale, BNP Paribas and HSBC made up over half of all exposures
Op risk past is prologue for UK banks
UK banks will not be allowed to forget past misdeeds
European and US G-Sibs' LCRs diverge in 2018
The average LCR at the 13 European and Swiss G-Sibs stood at 145% at end-December, 42 basis points higher than at end-2017
European banks adjust capital mix
Additional Tier 1 totals climb, CET1 and Tier 2 dips
UK banks triple AT1 capital in four years
Total outstanding amounts of AT1 stood at £42 billion at end-2018