Risk Quantum/ING
ING trims op risk charge by 11% in 2018
Bank benefits from AMA model upgrades
BNPP leads big EU banks in growing IRB exposures
French bank adds €25 billion of modelled exposures in third quarter
EU G-Sibs outpace rivals in growing repo books
Large European banks' increase exposures by €230 billion
ING reaps third-quarter CVA capital savings
Intesa and Caixabank also see CVA charges decline
Cross-border risks drive European G-Sib scores
Basel method shows cross-jurisdictional activity makes up 30.8% of banks’ total G-Sib scores
Market risk drops €5 billion at big EU banks, reversing trend
Banco Santander posts largest reduction of group, with market RWAs falling €2.2 billion
LCRs show US banks run more risk than European peers
The gap between the two averages has widened over the past three quarters to 250bp from 212bp
EU G-Sibs cut $14 billion in op risk
Banco Santander posted the largest decline – at 7% – with op RWAs falling to $70 billion
Capital sharing caps hit over half of EU stress test banks
Capital conservation measure saves 25 banks €52 billion over stress-test period
European credit model outputs vary wildly
Risk densities range widely and out-of-sync with average probabilities of default
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