Swedbank
European banks’ CVA RWAs up €2.2bn in Q3
Banco Sabadell, Intesa Sanpaolo and ING Bank reported largest quarterly increases
New risk indicator shifts EU’s G-Sib score heatmap
Revision in substitutability category inflates mid-sized banks’ score, lowers G-Sibs’
European banks’ aggregate LCR dips as outflows rise
Net cash outflows outpaced HQLAs, but liquidity reserves remain plump
Market risk capital relief could cut charges at 13 EU banks
EBA says Covid-style measures could be considered to tackle energy crisis
At SEB, CVA charges diverge from Nordic peers
Bank’s credit valuation adjustment RWAs kept rising in Q2
Op risk data: Chronic corruption charges cost Deutsche dear
Also: Wells Fargo fee fight; Nasdaq queers Emir reg; Covid keeps AML fines in line. Data by ORX News
UK banks added OTC notionals in 2018 as EU peers cut back
Barclays, HSBC, Lloyds, Standard Chartered increased notionals by almost €15 trillion
Big EU banks’ Level 3 assets up 25% in 2018
Hard-to-value assets rise €35 billion year-on-year
Nordic banks shoulder weightiest capital buffers in EU
DNB Bank has 9.10% combined buffer, the largest of stress-tested banks
Loan losses bedevil Lloyds in EU stress tests
UK bank saw largest CET1 decline due to asset impairment of EU-wide sample
EU banks get different MREL levels and deadlines
Average bail-in requirement is 28% of RWAs
Italian banks hardest hit by IFRS 9 transition
Risk Quantum analysis of 36 banks from 11 European Union countries found that capital declined on average by 34bp between December 31, 2017, and March 31, 2018
Not on the list: Mifid’s systematic internaliser mystery
Self-identification of systematic internalisers in derivatives could fuel buy-side confusion
Nordic clearing members eliminate Skr288 billion IRS notional
Nasdaq Clearing’s first compression run to be continued twice a year
CLS squares up to member onboarding challenges
Having added Swedbank and Lloyds as settlement members in the past two years, CLS has committed itself to further expanding its membership and its currencies
Edhec-Risk Institute appoints new board member
Tomas Franzén appointed chairman of international advisory board
Swedish banks braced for home loan capital hike
A weighty issue
Berg new CRO at Swedbank
Crisis specialist Berg takes over as chief risk officer at Swedish bank
Swedbank and LFG note tackles credit concentration risk
Swedbank and LFG note tackles credit concentration risk
Ohmän poaches structured products team from Swedbank
Eight members of the structured products team at Swedbank in Sweden have joined Ohmän investment bank
Northern exposures
Nordea tops this year's Nordic Risk derivatives rankings
Bargain basement in the Baltic states
Scandinavian banks are set to become huge owners of Baltic real estate. A large proportion of home loans in the region come from Nordic lenders and repossessions are rising. Some banks are already making preparations to take over and service large…
