Data
Commerzbank’s leverage ratio sinks as balance sheet bloats
Total leverage exposure hits €527 billion
JP Morgan hoovers up $1.5bn of client margin in Q1
Total required client margin held by bank increases 13% quarter-on-quarter
Citi’s credit risk measures diverge
Standardised RWAs rise; modelled RWAs fall in Q1 2019
EU levies weigh on Intesa Sanpaolo
Single Resolution Fund contributions hit €199 million in Q1
Top UK banks' CVA charges up 10% in Q1
Barclays' and Standard Chartered's requirements increase over 20% each
Easing of euro OTC trade terms anticipated – ECB
Financial strength of counterparties and competitive pressures could cause easing
SocGen makes great strides to 12% capital target
Risk-weighted asset movements improve CET1 ratio by 23bp alone
At HSBC, LCR deteriorates as HQLA drops $32bn
Total HQLA stood at $535.4 billion, a 6% reduction quarter-on-quarter
OTC derivatives amounts sank in H2 2018
Fair values down 6% over second half of 2018, 72% from peak
ING offloads stake in Indian bank, bringing capital relief
Market RWAs drop €2 billion following asset sale
Securitisation setback causes credit risk build-up at BNPP
Total RWAs increase 3% on quarter-on-quarter
Deutsche Bank's asset cull to lower systemic risk buffer
G-Sib surcharge could drop to 1.5%; leverage ratio to 3.75%
Nordic, UK banks have highest countercyclical buffers
Nordea, Lloyds and RBS had the largest add-ons of banks surveyed
HSBC's systemic risk indicator amounts grow
UK lender is just 20bp short of 2.5% capital surcharge bucket
IFRS 16 takes bite out of Danske’s capital ratio
RWAs rise Dkr6.2 billion on accounting switch
StanChart's CVA charge triples year-on-year
Capital requirement hits $112 million at end-March
Credit losses in US, Turkey ding BBVA’s profits
Impairments jump €142 million in the US and €51 million in Turkey year-on-year
Santander's pivot to LatAm hikes trading risk
Interest rate risk in Brazil pushes average VAR higher
US branches of foreign banks shed $91 billion of reserves in 2018
Drop-off coincides with Fed’s ‘normalisation’ strategy
BNP Paribas leads EU banks in CDS trading in 2018
French bank had €868 billion of credit derivatives notionals outstanding at year-end
Leverage ratio target slips further out of Deutsche’s reach
Exposures balloon after three quarters of decline
RBS warns of higher loan losses in 2019
Impairments expected to remain below 30–40bp of outstanding loans
Deutsche predicts lower G-Sib charge
German lender expects to fall into 1.5% surcharge bucket by 2022
Under SA-CCR, Nomura leverage exposure drops over ¥7 trillion
Methodology switch sends leverage ratio soaring to 5.04%