Risk Quantum/Basel Committee on Banking Supervision (BCBS)
Top US banks have become less of a systemic risk, says FSB
JP Morgan relegated as the world’s most systemically important lender
Systemic indicators surged at European banks in 2019
Total exposures increased 3% year on year
Banks stride towards BCBS 239 implementation
No G-Sib was non-compliant with any key data management principles
Output floor cliff edge effects threaten EU banks
Capital measure to have uneven impact across five-year phase-in
SA-CCR to lift counterparty risk capital charge by 27% – Basel
Systemic dealers face biggest spike in required capital of surveyed banks
US banks’ systemic footprints grew in 2019
Balance sheet growth lifts systemic risk scores
EU banks face near €18bn capital shortfall through output floor
Twenty-one out of 51 banking groups surveyed would be constrained by the output floor
BNPP faces €67bn RWA hike under Basel III
Executives say ongoing capital generation and Pillar 2 changes will help keep CET1 ratio stable
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