Data
'No-deal' Brexit would add risk weights to EU government bonds
HSBC has most sovereign exposures that could attract higher capital charges among big UK banks
European banks blitz non-modelled credit risks
Across 14 G-Sibs, IRB assets fell 10% over three years, while standardised assets dropped 20%
RBC builds loan-loss buffer
Provisions for credit losses rise to C$346 million from C$274 million the prior quarter
US banks see fewer daily trading losses than foreign units
IHCs suffered losses on 54% of trading days compared with 44% for US BHCs
Model revamp hikes UBS credit RWAs
Calculation tweaks made to scrap higher regulatory RWA multipliers
CVA gain bolsters JP Morgan trading revenues
$302 million of first half trading revenues attributed to credit valuation adjustment
Capital structures vary across EU banks
Median lender's capital stack is 75% CET1, 10% AT1, and 15% Tier 2
Risks building at three US G-Sibs
Risk-weighted asset density has increased at BNY Mellon, State Street and Goldman Sachs the most, across the eight US global systemically important banks
US banks cut surplus deposits caught by LCR
Eight US banks show aggregate $6.5 billion decline in non-operational deposit outflows under liquidity measure
Wells Fargo adds $2 billion to op risk capital
Risk-weighted asset increases follow wave of regulatory sanctions
BNP Paribas VAR breaches trigger capital hike
French bank's IHC reports four backtesting exceptions
Off-balance sheet items up $28 billion at US G-Sibs
Morgan Stanley and Goldman Sachs grow exposures 4.3% and 3.8%, respectively
Morgan Stanley FCM gains ground in Q2
Share of required client margin increases to 19% at end-June
Top four EU banks have shed €1.5 trillion in assets since 2013
Barclays, HSBC, BNP Paribas, and Deutsche Bank slim the most in five years
US LCR cash inflows dominated by secured loans
Median US systemically important bank counts secured loans as 73% of total cash inflows
New risk data signals lower EU G-Sib scores
Aggregate 20% drop in Level 3 assets and 7% decrease in intra-financial system liabilities reported in 2017
Top European banks shed $32 billion in op risk
5% average drop across 16 European banks reported quarter to quarter
Cashflow turbulence up at Citi, JP Morgan
Maturity mismatch add-ons have grown since June 2017
Societe Generale defers €1.35 billion of trade profits
French dealer holds back far more than rival dealers
Margin 'big bang' to catch tenfold more UK firms, FCA estimates
Risk Quantum analysis suggests around 50 firms will be captured by margin rules in total
Fed stress tests: foreign banks lag US on capital estimates
On average, IHCs missed the Fed’s estimates of the amount their CET1 ratios would fall in the 2018 test cycle by 213bp, compared with 109bp by US lenders
Commonwealth Bank hikes loan reserves on accounting switch
Provisions rise 38% on July implementation of AASB 9
Munich Re adjusts sovereign portfolio
Reinsurer clips US, UK, Italy holdings
ABN Amro sustains assault on market risk
The bank's market RWAs dropped 24% quarter to quarter, to €1.7 billion, following a 41% reduction in the first quarter