Risk Quantum/National Australia Bank (NAB)
Contagion risk cap threatens Aussie banks
Limiting exposures to overseas units to 25% of Tier 1 capital will constrain ANZ’s Kiwi subsidiary
UK banks shun short-term funding
Flighty sources of cash make up less than 4% of UK bank balance sheets
Royal Commission refunds weigh on Aussie banks
A$1.7 billion of remediation costs taken by Big Four in H1
Aussie banks crush IRRBB capital charges
‘Big Four’ cut IRRBB RWAs by A$23 billion year-on-year
Op risk jumps $7 billion at Aussie banks
Year to year, op RWAs have swelled $24 billion
Accounting change dents Aussie bank earnings
Four largest Australian lenders lose about $2bn in earnings on the switch to new accounting standard AASB 9
'Big Four' Aussie banks grow credit risk
Firms have grown modelled RWAs by 31% and cut standardised RWAs by 56% in five years
Model ban adds A$375m to Australian securitisation capital
One bank - Westpac - sees 40% jump in size of charge
NAB model change boosts mortgage RWAs
Residential mortgage RWAs leap A$10.6 billion