European Banking Authority (EBA)
Intesa Sanpaolo slashed bad loans 26% last year
NPL ratio plummets to 4.2% from 6.2% in 2017
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
Prop traders sound warning over EU capital regime
Non-banks fear topsy-turvy capital requirements under new rules based on clearing margin
EU parliament OKs no-action powers but leaked doc signals delay
Council note means regulators may not get no-action powers until at least November
Regulators demand action on rogue market risk models
Thirteen banks out of 49 face remedial action
EU banks bracing for Ibors' demise – EBA
Nine out of 10 firms working on how benchmark reform will affect existing contracts
Tools to blunt credit risk popular at EU banks. But why?
Just 1% to 5% of exposures covered by credit risk mitigants
EU bank capital ratios creep up in Q3
Average transitional ratio increases to 14.7%
EU banks punished over lowball credit risk estimates
Two of 17 firms facing follow-up inspections will be hit by capital add-ons
EU banks slash €32 billion soured loans in Q3
Italian, Greek and Spanish banks cut most toxic loans
Soured loans set NordLB apart among Landesbanken
Troubled lender has €7 billion of defaulted 'specialised lending' corporate exposures
Credit data shines light on Banca Carige's woes
Banca Carige weighed down with non-performing exposures
Valuation model risk on the rise at EU banks
Over two-thirds of fair value assets priced using banks' models
Many EU banks’ sovereign portfolios highly concentrated
Forty-eight lenders have more than three-quarters of sovereign risk allocated to home country
Bond trading dominates EU bank market risk
Traded debt position risk accounts for 60% of market risk capital requirements
Nordic banks shoulder weightiest capital buffers in EU
DNB Bank has 9.10% combined buffer, the largest of stress-tested banks
Two stress tests give conflicting verdicts on UK banks
Under the BoE’s severe stress scenario, the average drop to UK banks’ CET1 capital ratios was 740bp, compared with 570bp under the EBA’s adverse scenario
EU banks most exposed to French, German, US sovereign risk
French bonds make up 17% of all EU bank sovereign exposures
IFRS 9 hits standardised banks harder than IRB peers
Capital wallop over eight times greater for SA banks than IRB
Italian banks hold most of Europe's loan reserves – EBA
Italy accounts for €84 billion of stage 3 allowances alone
Brexit may spur higher op risk losses – EBA
Largest five op risk losses in 2018 cost equivalent of 2.1% of EU bank's average CET1
EU lawmakers delay FRTB capital charges
Leaked paper potentially pushes market risk capital charges beyond Basel’s 2022 deadline