Data
BBVA gets forex model update from ECB
Foreign exchange risk added €366 million in capital requirements in 2017
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
Santander shakes off toxic loans
NPL ratio 145bp lower than at time of Banco Popular takeover
Dread of cyber attack and data theft grows at EU banks – survey
More than 60% of respondents predict a rise in op risk
Deutsche Bank cuts leverage exposure by 6%
Repo exposures absorb brunt of reductions
VAR cut helps shrink UBS market RWAs
Average management VAR falls Sfr10 billion
Short-term funding weighs heavily in systemic risk scores
Indicator accounts for 30% of Fed's average aggregate systemic risk scores for eight US G-Sibs
UBS far exceeds 2018 credit and counterparty risk estimate
Sfr2.4 billion growth attributed to model changes alone
New accounting clips EU bank capital
IFRS 9 capital impact largest on Irish and Bulgarian dealers, EBA health check shows
Barclays, Credit Suisse stress test estimates stray from Fed’s
The two banks miss the mark on stressed capital ratio by 290bp and 460bp, respectively
US banks more cramped by stress tests than global peers
Five out of six US dealers adjust capital based on stress scenarios
EU banks get different MREL levels and deadlines
Average bail-in requirement is 28% of RWAs
Tired of overshooting, BNY Mellon revamps stress test model
Capital distributions crimped by conservative CCAR estimates
Nordea plumps bail-in buffers as it moves to Finland
Nordic bank plans €10 billion senior non-preferred debt issue by 2021
Banks see higher FDIC charges lasting through 2018
Levy adds millions to dealers' expenses
SEB purchase saps Danske Bank’s capital ratio
Despite hike in minimum required capital, Danske has ample buffer
Poor governance is top factor in insurer failures – Eiopa
Internal governance and control risks primary cause of 14% of failures
Goldman VAR dips on equities and rates risk
Average daily value-at-risk falls 12% from three-year peak in Q1
Trading risk plummets at BAML as portfolio grows
Trading VAR falls to $30 million from $40 million in Q1
BAML shrugs off higher funding costs
Bank reports 38 basis point jump in long-term debt interest expense quarter to quarter
BAML drops below Collins floor
BAML becomes the sixth big US bank to report higher standardised RWAs than modelled RWAs
Citi and Wells Fargo wary of stress capital buffer
Recent CCAR tests point to higher CET1 requirements