Risk Quantum/Deutsche Bank
Countercyclical buffer releases may free €6bn at top EU banks
Banco Santander and BNP Paribas could free €1.1 billion each
Deutsche shrinks ‘bad bank’ 30% in 2019
Efforts to crush operational RWAs bore fruit last year
HSBC leads EU banks on VAR measures
In aggregate, IMA risk exposures focused on traded debt
EU banks pare back commodities risk
Risk-weighted assets for commodities trading positions under standardised approach fall almost 30%
G-Sibs in US grow leverage exposures faster than EU rivals
HSBC saw exposures fall 2.81% in Q3
Five eurozone G-Sibs cut op RWAs in Q3
Deutsche Bank cut €5.7 billion quarter on quarter
Santander’s CVA charge up 15% in Q3
Other eurozone G-Sibs see their CVA requirements fall
JP Morgan usurps Deutsche as world’s largest derivatives bank
US bank increased notionals 5.9% in year to end-2018
Now less of a systemic risk, Deutsche wins capital relief
Prospective leverage ratio should fall to 3.75% after risk-cutting efforts
Credit model update holds down loss provisions at Deutsche
German lender saved €167 million through model refinements
Deutsche’s op RWAs fall 7% in Q3
Wind-down of ‘bad bank’ cuts €3.2 billion in op RWAs alone
Eurozone G-Sibs’ modelled risk weights well below average
Six of eight systemic lenders have modelled risk weights lower than the G-Sib and European mean