Risk Quantum/Barclays
Modelled market risk falls for UK banks as standardised risk rises
Barclays had the lowest percentage of market RWAs calculated under IMA, at 49.6%, and Lloyds Banking Group the highest, at 86.1%
BNP Paribas grows SFT assets 36%
French bank has overtaken Barclays to become the largest European SFT dealer
EU bank leverage increases in H1
Average leverage ratios degrade 19 basis points in six months to June
UK leverage ratios stray from EU measures
Bank of England changes exempt central bank claims from UK measure, causing discrepancies with CRR version
European banks junk op risk modelling
Barclays and BNP Paribas move to standardised approach in the second quarter
CVA capital at top UK banks falls £260m in H1
HSBC led the way with a 38% reduction, followed by RBS with a fall of 35%
'No-deal' Brexit would add risk weights to EU government bonds
HSBC has most sovereign exposures that could attract higher capital charges among big UK banks
Capital structures vary across EU banks
Median lender's capital stack is 75% CET1, 10% AT1, and 15% Tier 2
BNP Paribas VAR breaches trigger capital hike
French bank's IHC reports four backtesting exceptions
Top four EU banks have shed €1.5 trillion in assets since 2013
Barclays, HSBC, BNP Paribas, and Deutsche Bank slim the most in five years
Top European banks shed $32 billion in op risk
5% average drop across 16 European banks reported quarter to quarter
IFRS 9 eases impairment charges, softening Barclays' profit drop
Total credit impairment charge stood at £571 million, a 46% decline year-on-year