Risk Quantum/BNP Paribas
BNP Paribas grows SFT assets 36%
French bank has overtaken Barclays to become the largest European SFT dealer
LCR gap between EU and US banks widens further in H1
State Street had the lowest LCR, at 108%, and UniCredit the head of the pack with an LCR of 179%
EU bank leverage increases in H1
Average leverage ratios degrade 19 basis points in six months to June
European banks junk op risk modelling
Barclays and BNP Paribas move to standardised approach in the second quarter
European banks blitz non-modelled credit risks
Across 14 G-Sibs, IRB assets fell 10% over three years, while standardised assets dropped 20%
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
Societe Generale defers €1.35 billion of trade profits
French dealer holds back far more than rival dealers
French banks’ leverage ratios rally on EU court win
Improvements of 10 to 30 basis points follow change to leverage measure
Switch to standard model boosts BNP Paribas’ op risk
Operational RWAs grow €6 billion in the second quarter
Foreign bank IHCs shed US assets in 2017
Barclays, Credit Suisse and Deutsche Bank shrunk balance sheets by $166 billion