Risk Quantum/Credit Suisse
At Credit Suisse, RWAs leap over Sfr5bn
Credit RWAs grew 4% due to a combination of model, accounting and regulatory changes
Fed proposal likely to relax rules for foreign banks
Few FBOs will face toughest level of regulation, according to Fed estimates
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
Swiss banks pared securitisation exposures in 2018
Credit Suisse cuts holdings 24%; UBS 80%
Last orders at the VAR
Inaccurate risk-of-loss estimates threaten to load extra capital charges on US dealers
At US G-Sibs, 11 VAR breaches in 2018
The final quarter of 2018 saw a record number of VAR breaches at the biggest US banks
End of an era: Credit Suisse dissolves resolution unit
The Swiss bank’s SRU reduced its total leverage exposure in 2018 to $30 billion – below the bank’s end-year target of $40 billion
Citi grows US swaps margin share in 2018
Citi remains the largest FCM, with a 27.5% share of total required client margin
FBOs get smaller, simpler and easier to resolve
Foreign bank IHCs have shrunk between 16% and 41% since Q3 2016
Model tweaks, loan growth lift Swiss bank credit RWAs
Credit RWAs grow Sfr26 billion at Credit Suisse and UBS year to year
Cross-border risks drive European G-Sib scores
Basel method shows cross-jurisdictional activity makes up 30.8% of banks’ total G-Sib scores
Goldman's OTC client margin jumps
FCM client funds increase 36% year-on-year – the fastest growth among leading US clearers
BNPP, Credit Suisse, State Street incur VAR breaches
BNP Paribas capital multiplier increases on seventh breach in nine months