UBS
RNIV charges account for big chunk of Swiss banks’ capital
At UBS, 37.5% of its market risk capital requirement was for risks-not-in-VAR
Over three years, credit risk has built up at Swiss banks
Credit Suisse has also reduced the portion of its credit RWAs calculated using internal models
Asia Risk Awards 2019: The winners
The best of the best in Asia
Equity derivatives house of the year: UBS
Asia Risk Awards 2019
State Street, UBS and TD Group incur VAR breaches
Backtesting exceptions cause TD Group's and State Street's market risk capital charge multipliers to climb
Natixis defers €120 million of trade profits in H1
French bank builds valuation reserve by 41% year-on-year
People moves: Ritchie steps down at Deutsche; Lynch takes Emea role at TP Icap, and more
Latest job changes across the industry
Global banks grapple with China joint ventures
Offshore lenders weigh raising stakes in local securities houses despite tight margins
Model refinements slim UBS market risk RWAs
The bank’s market RWAs fell to $10.9 billion at end-June
UBS's LCR drops 5% on higher funding consumption
The bank reported HQLA of $176 billion, down from $186 billion in Q1
People moves: CRO role for SG’s Ricke, Barclays continues hiring spree, new SwapClear head, and more
Latest job changes across the industry
UBS exec: first trades via USC could take place this year
Risk Live: utility settlement coin project backed by group of banks moving “incredibly fast”
Model risk managers: banking’s future VIPs
Risk Live: Machine learning models are changing the risk profile of banks, says UBS CRO
Risk premia strategies – Lessons learned for the future
After a difficult 2018, investors are increasingly wary of risk premia, concerned that factors leading to underperformance might be a recurring problem. Imene Moussa, executive director at UBS, clarifies this issue
UBS unleashes Orca for rates clients
Machine learning algo trawls liquidity pools to slash US Treasury trading costs
Banks hurdle Fed stress tests with ease
Aggregate post-stress CET1 capital ratio of 18 participants well above regulatory minimum at 9.2%
UBS introduces smart contracts for structured products
Swiss bank aims to tackle shrinking margins by automating workflows and cutting trade processing costs
US banks’ liquidity buffers thinnest among G-Sibs
Mean LCR of US banks hits 122.5% in Q1
Banco Santander hit hard by IFRS 16
Average capital depletion across seven G-Sibs was 11bp
Japanese banks inching away from US CLO market
New rules prevent firms investing in CLOs where originator is not obliged to retain risk
Not random, and not a forest: black-box ML turns white
Bayesian analysis can replace forest with a single, powerful tree, writes UBS’s Giuseppe Nuti
Trading units of Swiss banks move in opposite directions
Over three years, Credit Suisse has cut RWAs allocated to trading 17%; UBS has increased them 46%
People moves: Barclays’ investment bank chief exits, Citi president to retire, Vos promoted at BNY Mellon, and more
Latest job changes across the industry