Data
Commerz pays €277 million in bank levies in H1
Payment to European Single Resolution Fund up €17 million year-on-year
Goldman’s op RWAs fall 8% in Q2
Removal of op risk events from AMA model dataset reduced capital requirement
‘Regulatory headwinds’ add €13bn to UniCredit’s RWAs
Frontloading of credit risk model guidelines saps CET1 ratio by 40bp
Sliding rates dent Legal & General’s capital ratio
Solvency capital requirement rises to £8.2 billion from £7.9 billion over first half of 2019
ABN Amro cuts op RWAs by €1bn
Model updates lower AMA-calculated portion of op risk capital
EU banks relax credit terms for OTC trades – ECB
Price and non-price trade conditions likely to ease for most firms in Q3
Barclays seeks op risk capital relief
Bank claims that lifting of capital floor would raise CET1 ratio roughly 60 basis points
JP Morgan model updates shave $6.8bn off market RWAs in Q2
Year-on-year, model updates take net $21.1 billion off its RWA total
Holdco issuances spur Barclays’ MREL progress
UK bank issues £7.1 billion of MREL debt in first half of 2019
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