Risk Quantum/Standard Chartered
Top UK banks cut CVA capital by £190 million
Barclays and StanChart are only two banks with higher CVA capital requirements in 2018
Securitisations push Barclays' market risk capital higher
UK bank reports 37% hike in securitisation capital charge year-on-year
PRA's Pillar 2 add-ons reflect mixed verdict on UK banks
Median CET1 Pillar 2A charge for big six banks rises to 2.25%
European and UK G-Sibs cut leverage at year-end
Barclays posted the largest quarterly increase of 60bp
Execution issues dominate UK bank op risk losses
This category of risk accounted for 47% of op risk losses on average at five banks
UK banks find various ways to de-risk
Risk-weighted assets fall despite loan growth at four of big five lenders
Legal fines dent StanChart profits
The bank put aside $900 million last year to cover penalties related to a series of investigations
Many EU banks’ sovereign portfolios highly concentrated
Forty-eight lenders have more than three-quarters of sovereign risk allocated to home country
EU G-Sibs outpace rivals in growing repo books
Large European banks' increase exposures by €230 billion
StanChart CVA charge jumps 161% in Q3
Charge rises to $99 million in three months to end-September
UK bank misconduct charges dwindle
Six of seven stress-tested banks report 50% fall in legal and regulatory reserves
Cross-border risks drive European G-Sib scores
Basel method shows cross-jurisdictional activity makes up 30.8% of banks’ total G-Sib scores