Risk Quantum/Basel Committee on Banking Supervision (BCBS)
Stress buffer will not upend Citi’s capital plans
CET1 capital at lowest level since Q3 2013
How US G-Sibs shrink down at year-end
Derivatives exposure reductions make up bulk of year-end savings
Op risk modelling limited to largest EU banks
Smallest banks do not use AMA at all
FRTB to double market RWAs of EU banks
Risk-weighted assets across 44 banks to increase 105% on average
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
Threats posed by systemic banks vary by region
Eurozone and UK G-Sibs are too big to fail because of their cross-border activities, Chinese G-Sibs because of their size
Substitutability cap spares JP Morgan higher Basel G-Sib score
JP Morgan could be in higher G-Sib bucket with cap removed
Top banks’ trading books dwindled in 2018
Trading and available-for-sale assets dropped €160 billion year-on-year
Four US banks on cusp of higher systemic risk charges
JP Morgan on track for a 4% systemic risk add-on
Now less of a systemic risk, Deutsche wins capital relief
Prospective leverage ratio should fall to 3.75% after risk-cutting efforts
TD Bank added to too-big-to-fail list
The bank’s total exposures climbed 2.4% to €931 billion year-on-year
Basel III risk-weight changes to tax European banks most
Risk-weighting of IRB exposures to increase 2.8% overall