Capital One
Schwab, Northern Trust’s funding risk rivals G-Sibs'
Two non-G-Sibs have high short-term wholesale funding scores under Method 2
For US banks, billions in regulatory manna
The unwind should help mid-tier banks, but the G-Sib impact is a complex balancing act
AI data could be tainted even as it’s being cleaned
Risk USA: Expert says even touching raw data could lead to loss of context
HQLA savings may hit $52bn for big three US regionals
US Bancorp could slash HQLAs by $24 billion if ratio is set at 70% for Category IIIs
US regionals may get $8bn capital break in Fed proposal
Under tailored framework, mid- and small banks would also get $77bn liquidity relief
Capital One MBS sale to boost CET1
Portfolio shuffle will take $200 million out of AOCI
Liquidity risk of non-systemic US banks differs from G-Sibs
PNC, US Bancorp, Capital One cannot rely on cash inflows in a market panic
Fed stress tests: foreign banks lag US on capital estimates
On average, IHCs missed the Fed’s estimates of the amount their CET1 ratios would fall in the 2018 test cycle by 213bp, compared with 109bp by US lenders
Stress test results show Fed toughening up
Median post-stress ratio of 7.9% the lowest pass mark to date
Large non-systemic US banks call for tailored liquidity rules
Two banks urge lawmakers to provide LCR relief because they do not fall into G-Sib category
CCAR winners and losers 2012–17
American Express came off worst under CCAR total capital ratio measure among large and complex firms three years out of six
US bank VAR-based charges surge in volatile first quarter
Average quarter-on-quarter increase of 23% for VAR-based capital across 11 large dealers
Crapo bill could end LCR limbo for three banks
US Bancorp, PNC and Capital One stand to benefit if House passes bill
CCAR compels CET1 build-up at Capital One
The bank is targeting a CET1 capital ratio of 11% in 2018