Scotiabank
Op risk data: Revlon lenders won’t make up over Citi error
Also: Cyber fines on the up; and more fat-finger fails of yore. Data by ORX News
Big Five Canadian banks post C$6.6bn of loan-losses in Q3
PCLs fell 36% quarter-on-quarter
BMO, Scotia crush CVA charges
CVA capital requirement fell 48% at BMO last quarter
CIBC’s escape from SA-CCR lowers capital charge
Bank embraces internal model approach for derivatives portfolio
‘Big Five’ Canadian banks’ loan-loss charges quadruple
Reserves for performing loans increase 32-fold quarter-on-quarter
Scotiabank takes C$116m XVA charge
Introduction of centralised valuation platform altered fair value of uncollateralised positions
Big Canadian banks face C$1bn capital hike on securitisation changes
RBC faces C$551 million uplift alone
Loan-loss provisions climb C$40m at Scotiabank
Canadian lender reports provisions 28% higher than in Q3 2018
Among Canadian banks, credit provisions leap highest at BMO
Aggregate provisions for credit losses up 0.7% quarter-on-quarter at “Big Five”
Scotiabank eyes capital savings following divestments
Wind down of overseas investments expected to increase CET1 capital ratio by 50bp
Model changes, asset growth boost Canada bank RWAs
TD Bank brings credit card portfolio under A-IRB
Canadian banks see loan-loss reserves diverge
Provisions rise at Scotiabank and BMO; drop off at TD Bank, CIBC and RBC
Canadian Big Five hoard reserves as credit outlook decays
Four of the five largest Canadian lenders saw provisions rise, with BMO the only outlier
Overseas push amps Scotiabank credit risk
Loan-loss provisions for the international unit made up 69% of the bank's total in 2018
Canadian lenders resilient to oil rout
Just 1.7% of 'Big Five' total loans exposed to energy producers
CIBC the outlier as Big Five loan-loss ratios improve
CIBC’s PCL ratio stood at 0.29% at end-July, up from 0.24% the previous quarter
Scotiabank acquisitions come with risks attached
The bank’s RWAs jumped 9.4% in the third quarter
Big Five Canadian banks' loan-loss ratios improve
BMO cuts PCL ratio 10 basis points year-on-year
Basel floor change boosts Canadian bank capital ratios
CET1 ratios improve between five and 120 basis points quarter-on-quarter at 'Big Five'
Scotiabank reports volatile loan-loss provisions
A C$31 million jump in provisions largely attributed to a single deteriorating loan
Scotiabank’s Daniel Moore on the evolution of the CRO
Data and technology will help risk managers improve risk-adjusted returns
Canadian CROs play down threat of mortgage exposure
Burgeoning loan portfolios no cause for concern despite Moody’s downgrades, risk chiefs claim