Risk Quantum/Nomura
Liquidity coverage at Nomura improves in Q2
HQLA buffer shrinks for third consecutive quarter
SA-CCR switch cuts leverage of two Japanese banks
Leverage exposures for Nomura and Norinchukin fall ¥4.7 trillion in aggregate
Market risk amps Nomura’s RWAs
CET1 ratio falls 30bp to 16.8% on the quarter
Whose leverage ratio is it anyway?
Basel's capital backstop has been distorted out of shape by supervisory meddling
Under SA-CCR, Nomura leverage exposure drops over ¥7 trillion
Methodology switch sends leverage ratio soaring to 5.04%
Even after hefty loss, Nomura capital ratio remains aloft
CET1 ratio jumps to 17.8% despite ¥76 billion loss
Japanese bank LCRs diverge in Q3
Median LCR falls to 135.6% at six large lenders
Nomura, MUFG curb derivatives exposures
Outstanding positions make up almost one-quarter of Nomura's total leverage exposure
TD Bank on verge of G-Sib capital jump
Cross-jurisdictional activity behind ramp-up in Canadian bank's systemic riskiness
Deutsche largest derivatives bank in 2017
German dealer accounted for 8% of total notionals across 75 largest banks
VM switch shrinks Nomura's balance sheet
Revised treatment of variation margin reduces exposures by ¥247 billion
Nomura’s capital ratio edges lower as RWAs skip higher
Legal wrangle with US Federal Housing Finance Agency swells risk-weighted assets
Japanese banks load up on HQLA
Aggregate liquid assets increase ¥22.3 trillion year-on-year