ABN Amro
Some eurozone banks have thin leverage capital buffers
Tier 1 capital surpluses above regulatory minimums range between 31% and 123%
People moves: Deutsche hires new treasury unit head; markets role for Barclays’ Pecot; Penney leaves HSBC, and more
Latest job changes across the industry
EU banks increase systemic footprint
Values used for seven of 12 systemic risk indicators climb year-on-year
UK banks added OTC notionals in 2018 as EU peers cut back
Barclays, HSBC, Lloyds, Standard Chartered increased notionals by almost €15 trillion
Big EU banks’ Level 3 assets up 25% in 2018
Hard-to-value assets rise €35 billion year-on-year
ABN Amro cuts op RWAs by €1bn
Model updates lower AMA-calculated portion of op risk capital
Exchange leaders see a greening future in derivatives
On ESG, Europe leads the US, new products are sprouting and sourcing of metals is being examined
Single Resolution Fund fees jump at most large EU banks
Contributions fall for Deutsche Bank and Societe Generale
ECB model review continues to eat at ABN Amro’s capital
Trim effects add €1.3 billion of RWAs in Q1
Nordic, UK banks have highest countercyclical buffers
Nordea, Lloyds and RBS had the largest add-ons of banks surveyed
Model woes swell ABN Amro RWAs
Trim and model reviews add €5 billion in risk-weighted assets
Pooled resources offer way to keep credit models afloat
Supervisors drive banks to seek more corporate default data and cost-effective model improvements
ING reaps third-quarter CVA capital savings
Intesa and Caixabank also see CVA charges decline
ABN Amro’s impairment charges drop €28 million
Impairment charges were down 21% to €106 million over the three months to end-September
European credit model outputs vary wildly
Risk densities range widely and out-of-sync with average probabilities of default
Standardised market RWAs on the rise at EU banks
Standardised approach-generated RWAs increase €4.7 billion across 12 banks
EU bank leverage increases in H1
Average leverage ratios degrade 19 basis points in six months to June
Capital structures vary across EU banks
Median lender's capital stack is 75% CET1, 10% AT1, and 15% Tier 2
Top European banks shed $32 billion in op risk
5% average drop across 16 European banks reported quarter to quarter
ABN Amro sustains assault on market risk
The bank's market RWAs dropped 24% quarter to quarter, to €1.7 billion, following a 41% reduction in the first quarter
Asia moves: CBA overhauls leadership team, HK regulator reappoints directors, and more
Latest job changes across the industry
People moves: SocGen hires new strategy head, RBS loses CFO, and more
Latest job changes across the industry
European banks op risk losses dominated by business failures
Losses relating to accident and neglect account for 38% of op risk losses at eight big dealers
Italian banks hardest hit by IFRS 9 transition
Risk Quantum analysis of 36 banks from 11 European Union countries found that capital declined on average by 34bp between December 31, 2017, and March 31, 2018