Data
Basel III op risk method a stronger guard against losses – EBA
Number and size of op risk loss overshoots relative to capital would have been lower under new standardised approach
Derivatives up $4.9trn at HSBC in H1
Swollen portfolio could push bank into higher G-Sib surcharge bucket
Rates decline sinks Allianz’s Solvency II ratio
Market impacts take 11 percentage points off ratio in first six months of 2019
Saudi bank merger lowers RBS’s credit RWAs
Standardised credit RWAs fall 23% quarter-on-quarter
Generali pivots from corporate bonds
Company debt makes up 31.6% of life insurance investment portfolio; 28.1% of property and casualty portfolio
Model update pushes ING’s op RWAs up 17%
Changes to AMA model behind €6.2 billion uplift
Restructure boosts SocGen’s capital and liquidity ratios
CET ratio hits 12%; LCR 134%
VAR breaches force capital add-on at StanChart
Value-at-risk capital requirement soars 38% to $161.8 million quarter-on-quarter
Market risk amps Nomura’s RWAs
CET1 ratio falls 30bp to 16.8% on the quarter
PPI claims take bite out of Lloyds’ capital
Bank says it received average of 150,000 PPI information requests per week in Q2
Credit Suisse’s credit loss provisions fall 69% in Q2
Cash put aside to cover defaults and soured loans lowest for three years
Regulatory changes swell RWAs at BBVA
Targeted review of internal models saps 13 basis points from CET1 capital in Q2
BNPP’s VAR sinks on prop trading exit, calmer markets
Risk of loss down 17% quarter-on-quarter
In hunt for yield, US insurers turn to illiquid assets
Mortgage exposures grow 72% in eight years since 2010
Soured loans tick up at EU banks in Q1
Total stock of NPLs hits €663 billion
‘Living wills’ show some G-Sibs will be simpler to resolve
Four big banks reported fewer wind-up entities in 2019 resolution plans compared with 2017
Post-CCAR share buybacks up 30% for US G-Sibs
Dividend up 18% on average following latest stress test cycle
Poor asset returns threaten EU insurers’ profitability
Life insurers report median zero investment return in 2018
CaixaBank credit risk blitz drives 22% drop in loss reserves
Allowances taken from Q2 earnings fall to just €81 million
Ford reaps derivatives gains following interest rates dip
Swap assets of automaker’s financial services unit hit $1.2 billion
Global bank equity levels return to growth
US lenders made up 28% of global bank shareholder equity
Global cross-border lending accelerates
Lending growth to offshore centres surges to 5.3%
Lower interest rate risk pushes Santander’s VAR down 16%
South American portfolio accounts for largest chunk of trading risk
Darker credit forecast forces Deutsche’s PCLs up to €161m
Provisions for credit losses rise from €94m in the year-ago quarter