Risk Quantum/Deutsche Bank
Deutsche, Barclays breach leverage ratios in EBA stress tests
Five banks fall below 3% regulatory minimum level
European credit model outputs vary wildly
Risk densities range widely and out-of-sync with average probabilities of default
Deutsche sweats accounting switch, model probe
CET1 ratio could fall 40bp following ECB-led internal model assessment
Corporate loan RWAs doubled by standardised approach
RWA densities for corporate loans under standardised approach stand at 94%, for A-IRB just 43%
Deutsche Bank's risky corporate loan pile towers over peers
German lender has one-quarter of all high-risk corporate loans reported by EU big banks
Standardised market RWAs on the rise at EU banks
Standardised approach-generated RWAs increase €4.7 billion across 12 banks
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
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
Fed stress tests: foreign banks lag US on capital estimates
On average, IHCs missed the Fed’s estimates of the amount their CET1 ratios would fall in the 2018 test cycle by 213bp, compared with 109bp by US lenders
Deutsche Bank cuts leverage exposure by 6%
Repo exposures absorb brunt of reductions