Risk Quantum/Nordea
Single Resolution Fund fees jump at most large EU banks
Contributions fall for Deutsche Bank and Societe Generale
Now under aegis of ECB, Nordea RWAs spike 29%
Imposition of Swedish mortgage floor adds €10.6 billion of risk-weighted assets alone
Nordic banks shoulder weightiest capital buffers in EU
DNB Bank has 9.10% combined buffer, the largest of stress-tested banks
ING reaps third-quarter CVA capital savings
Intesa and Caixabank also see CVA charges decline
RBS, Nordea escape G-Sib cuffs, BPCE joins the club
The once-largest bank in the world is no longer considered a systemic threat
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
German banks biggest losers in EBA stress tests
Eight German lenders projected to shed €41 billion in CET1 capital under adverse scenario
European credit model outputs vary wildly
Risk densities range widely and out-of-sync with average probabilities of default
Model changes threaten 30% rise in Nordea's RWAs
Imposition of new risk weight floors will harm bank's capital ratio
Corporate loan RWAs doubled by standardised approach
RWA densities for corporate loans under standardised approach stand at 94%, for A-IRB just 43%