Data
On hedging, BP and Shell set different timelines
Shell has much larger share of derivatives classified as current than BP
Fed stress tests tougher in 2019
Severely adverse scenario projects US economy to shrink 9.4%
Intesa Sanpaolo slashed bad loans 26% last year
NPL ratio plummets to 4.2% from 6.2% in 2017
Japanese megabank JGB portfolios shrink
Domestic government bond holdings drop 12% in 2018
Default risks in peripheral eurozone inch up
Italian corporate PD estimates up to 9.12%
Deutsche-Commerz merger would birth giant G-Sib
The combined bank would likely attract 2.5% G-Sib surcharge
EU, Canada banks lag rivals on IRB model coverage
Median bank has 78% of credit risk-weighted assets under IRB approaches
Danske drains excess liquidity, reducing LCR
Nordic bank cuts LCR to 121% at end-2018 from 171% the year prior
Deutsche’s market RWAs surge €8bn on volatility spike
Elevated VAR levels and a temporary increase in the incremental risk charge, drove the market RWA increase
Even after hefty loss, Nomura capital ratio remains aloft
CET1 ratio jumps to 17.8% despite ¥76 billion loss
Lenders favour eurozone non-bank borrowers
Cross-border claims on the euro area grow for the first time since Q2 2016
Santander tames its trading risk
Group value-at-risk falls 40% in 2018
Citi grows US swaps margin share in 2018
Citi remains the largest FCM, with a 27.5% share of total required client margin
Apple derivatives use surges
Hedging derivatives notionals hit $99 billion, up from $6 billion in 2008
One-quarter of market risk not modellable
US banks have largest portion of capital requirement set by the SA
Cross-border euro lending rebounds in Q3
Intra-euro area cross-border claims accounted for 40% of the annual increase
Banks divided on op risk approaches
EU banks favour standardised approach, North American and Australian lenders the AMA
Travelers' capital hits three-year high
Lower level of statutory deductions boost year-end surplus
UBS warns of $6.5bn jump in credit RWAs in Q1
Credit and counterparty RWAs stood at $147.9 billion at end-2018, up $1.6 billion from the third quarter
Japanese bank LCRs diverge in Q3
Median LCR falls to 135.6% at six large lenders
US G-Sibs hike loan-loss provisions by $737m
Five banks increased PCLs in the fourth quarter of 2018, with JP Morgan leading the way
Overseas lenders back eurozone, shun UK and US
Cross-border loans to eurozone increase $93 billion in third quarter of 2018
Nomura, MUFG curb derivatives exposures
Outstanding positions make up almost one-quarter of Nomura's total leverage exposure
Stock slump dents income, hikes VAR by 22% at UBS
Income from equity derivatives trading plummeted $47 million quarter-on-quarter