NatWest Group
Big EU banks’ Level 3 assets up 25% in 2018
Hard-to-value assets rise €35 billion year-on-year
Barclays seeks op risk capital relief
Bank claims that lifting of capital floor would raise CET1 ratio roughly 60 basis points
Saudi bank merger lowers RBS’s credit RWAs
Standardised credit RWAs fall 23% quarter-on-quarter
UK banks shun short-term funding
Flighty sources of cash make up less than 4% of UK bank balance sheets
‘Bad banks’ through the ages
How Deutsche Bank’s latest resolution unit stacks up
Basel’s unlikely victim: venture capital
Changes to credit risk framework could block alternative path for EU banks to finance SMEs
Savings vary for UK banks under BoE leverage ratio
RBS deducted £80 billion of leverage exposure under UK-specific rule at end-March
UK systemic risk buffer capital cost over £7bn
The Bank of England set the buffer amounts on May 1
Top UK banks' CVA charges up 10% in Q1
Barclays' and Standard Chartered's requirements increase over 20% each
Nordic, UK banks have highest countercyclical buffers
Nordea, Lloyds and RBS had the largest add-ons of banks surveyed
RBS warns of higher loan losses in 2019
Impairments expected to remain below 30–40bp of outstanding loans
Op risk past is prologue for UK banks
UK banks will not be allowed to forget past misdeeds
European and US G-Sibs' LCRs diverge in 2018
The average LCR at the 13 European and Swiss G-Sibs stood at 145% at end-December, 42 basis points higher than at end-2017
UK banks triple AT1 capital in four years
Total outstanding amounts of AT1 stood at £42 billion at end-2018
Legal charges topped £6 billion at UK banks in 2018
Majority of costs relate to legacy issues, including PPI and RMBS mis-selling
Top UK banks cut CVA capital by £190 million
Barclays and StanChart are only two banks with higher CVA capital requirements in 2018
Securitisations push Barclays' market risk capital higher
UK bank reports 37% hike in securitisation capital charge year-on-year
Escalating global threats make for harsher BoE stress test
World GDP assumed to contract 2.6% in 2019 scenario
Execution issues dominate UK bank op risk losses
This category of risk accounted for 47% of op risk losses on average at five banks
UK banks find various ways to de-risk
Risk-weighted assets fall despite loan growth at four of big five lenders
UK banks build liquidity buffers ahead of Brexit
Four high street lenders boost HQLA by 11% in 2018
UK banks' ECL scenarios vary
Projected economic outcomes most widely dispersed at Barclays
VAR model under scrutiny as RBS’s breaches spike
Excessive backtesting exceptions lead to increase in capital multiplier
Caveats and slapped wrists in Barclays’ Brexit swaps switch
Judge blocks transfer of some trades from non-deposit taking entity and slams “unrealistic” timeline