European Banking Authority (EBA)
French banks loaded with Italian risk
Six French dealers hold €47 billion of sovereign exposures
Loan losses bedevil Lloyds in EU stress tests
UK bank saw largest CET1 decline due to asset impairment of EU-wide sample
Capital sharing caps hit over half of EU stress test banks
Capital conservation measure saves 25 banks €52 billion over stress-test period
Intesa Sanpaolo continues battle against bad loans
The ratio of NPLs to total exposures dropped to 4.5% at end-September
German banks biggest losers in EBA stress tests
Eight German lenders projected to shed €41 billion in CET1 capital under adverse scenario
Deutsche, Barclays breach leverage ratios in EBA stress tests
Five banks fall below 3% regulatory minimum level
Europe inches closer to own version of no-action relief
Five options on the table, lawmakers want case-by-case veto, firms push for power over primary laws
EU seeks US-style freedom to delay rules
Power to grant “no-action relief” appears in proposals from EU Council and Parliament
SRB should publish banks’ MREL requirements, says Enria
But market abuse rules need amending to avoid SRB disclosing confidential resolution actions
Brexit OTC mutation, chaperones and SA-CCR
The week on Risk.net, October 6–12, 2018
European LCRs improve as cash outflows drop and HQLA rises
Greek banks' liquidity buffers lag far behind EU average
EU banks cut €67 billion in non-performing loans
Greece remains the country with the highest NPL ratio, at 45%, followed by Cyprus at 34%
Output floor to constrain almost half of G-Sibs – Basel study
The Basel III output floor will impose the single largest Tier 1 capital requirement on 46% of G-Sibs
LCH cancellation notices, Eurex incentives and prop trader rules
The week on Risk.net, September 29 – October 5, 2018
Basel III: EU G-Sib capital requirement to jump 25%
Basel III output floor will add 5.4% to minimum required capital
EU banks short €14.6 billion of Basel III capital
Total capital ratios would fall to 14.5% from 18.5% if reform package were implemented today
EBA warns on funding stresses from QE exit
‘Mediterranean’ banks’ reliance on repo funding could be tested by withdrawal of stimulus
Counterparty credit exposure won't spark the next Lehman
Curbing of riskiest exposures and shedding of assets means banks in far better shape 10 years on
EU banks slash default risk estimates for corporates by 30%
Probabilities of default fall on average across 39 countries
Capital structures vary across EU banks
Median lender's capital stack is 75% CET1, 10% AT1, and 15% Tier 2
Top four EU banks have shed €1.5 trillion in assets since 2013
Barclays, HSBC, BNP Paribas, and Deutsche Bank slim the most in five years
New risk data signals lower EU G-Sib scores
Aggregate 20% drop in level 3 assets and 7% decrease in intra-financial system liabilities reported in 2017
Bond run hits UniCredit capital buffer, trading income
Bank rides rollercoaster of BTP price plunge
Staying alive: the EU’s stubborn CVA exemption
Delayed Pillar 2 capital charge could help US banks take EU market share in corporate hedging