Data
BBVA cuts €2 billion of toxic assets
The bank’s NPL ratio fell to 4.1% at end-September
BNP Paribas bolsters capital ratio on First Hawaiian sale
CET1 capital increases €516 million in third quarter
HSBC nets $5 billion capital saving as PRA slims add-on
Pillar 2A requirement drops following PRA review
Basel Committee names and shames regulatory laggards
Mexico, China, and US yet to implement key rule changes
European credit model outputs vary wildly
Risk densities range widely and out-of-sync with average probabilities of default
Cross-border loans to the US dip in Q2
Coss-border borrowings expressed as a percentage of the region’s GDP fell from 15.3% to 14.3%
US ‘transfer restrictions’ take a bite out of UBS’s LCR
Overseas subsidiaries are holding more HQLA to meet local liquidity requirements
Model changes threaten 30% rise in Nordea's RWAs
Imposition of new risk weight floors will harm bank's capital ratio
Capital One MBS sale to boost CET1
Portfolio shuffle will take $200 million out of AOCI
Deutsche sweats accounting switch, model probe
CET1 ratio could fall 40bp following ECB-led internal model assessment
Top 10 CCPs plump liquidity buffers by $20 billion
Increase driven by higher secured deposits at commercial banks and expansion of credit lines
Corporate loan RWAs doubled by standardised approach
RWA densities for corporate loans under standardised approach stand at 94%, for A-IRB just 43%
Global bank equity dips $230 billion in Q2
UK banks post the largest dollar declines
Prudential Financial growth at odds with Sifi repeal
US insurer has increased derivatives and repo books; grown total assets
European ETDs make scattershot progress in 2017
Almost half of equity derivative notionals executed on exchange
State Street HQLA shift dampens investment yields
Allocations to agency mortgage-backed securities increase to 38.4% of portfolio total
Emir compels clearing surge
Share of cleared interest rate derivatives climbs to 58%
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
EU derivatives market adds €55 trillion in 2017
Interest rate products account for 69% of gross notionals
US Bancorp cuts $87 million of soured loans
Ratio of toxic assets to total loans fall 19% quarter-to-quarter
Eurex default fund swells to €4.5 billion
Second quarter saw the second-largest quarterly increase since the CCP began reporting in 2015
Big UK banks have £278 billion exposure to ‘junk’ loans
Non-investment grade exposures make up 31% of total corporate exposures
Morgan Stanley RWAs drop as loans fall and VAR dips
Standardised RWAs fall 4% to $370 billion
Goldman VAR drops again in third quarter
The firm’s average daily VAR dropped $11 million (17%) to $53 million