UBS
US foreign bank rules sap UBS liquidity buffer
HQLA fell Sfr2 billion in the second quarter, down 17% since US IHC formed
VAR cut helps shrink UBS market RWAs
Average management VAR falls Sfr10 billion
UBS far exceeds 2018 credit and counterparty risk estimate
Sfr2.4 billion growth attributed to model changes alone
Rise of the cyborgs: tech remakes the front office
Dealers “have no choice” but to change, says UBS’s Orcel – and plenty of changes are coming
Foreign bank IHCs shed US assets in 2017
Barclays, Credit Suisse and Deutsche Bank shrunk balance sheets by $166 billion
Bank risk committees: desperately seeking risk managers
Most boards still lack career risk specialists despite tighter governance requirements
European banks vague on settled-to-market switch
UBS reported a cut in gross derivatives assets and liabilities attributable to STM of Sfr11.4 billion in 2017
Take-up of credit modelling varies at European banks
Percentage of credit RWAs calculated using IRB approaches ranges from 42% to 91% across large dealers
People moves: Societe Generale makes senior changes, Mattatia moves to BNP Paribas, and more
Latest job changes across the industry
Asia moves: Citi expands Treadwell’s role, Credit Suisse makes Australian appointments, and more
Latest job changes across the industry
UBS liquidity coverage ratio shrinks after regulatory change
The rule change led to higher net cash outflows at the bank, which jumped 5.5% to Sfr135 billion in March
IFRS 9 charge fails to dent UBS capital
The accounting charge was more that offset by increased earnings, with total CET1 capital increasing by Sfr 0.5 billion
UBS warns of 6% increase in credit RWAs in 2018
The bank's credit RWAs continue upward trend
UBS shrugs off VAR exceptions
The Swiss bank has crunched down its market RWAs to Sfr12.3 billion
Web-enabled devices raise cyber risk fears
OpRisk North America: banks wary of growth in ‘internet of things’
UBS hoping for capital relief for past op risk losses
OpRisk North America: Swiss bank has taken action to prevent a repeat of costly missteps
Top 10 op risks 2018: unauthorised trading
Banks say threat from rogue algos outstrips that of human traders
Old dispersion product signals new vol regime
Return of pre-crisis, ‘theta-flat’ trades an early sign of shifting volatility expectations
What causes forex correlation swaps to be mispriced?
UBS quants show prices can differ by up to 25 correlation points if products modelled accurately
Cloud set to replace in-house tech for banks
‘No other way’ to meet demands of FRTB, XVA and other changes, claim proponents
Huge capital savings at stake in STM swaps debate
Estimates show portfolio would generate 250% more capital in worst-case version of new margining treatment
1MDB looms large in Asian banks’ war on money laundering
Banks in Asia-Pacific spurred by tougher enforcement and stricter AML rules