Europe
BNP leads a comeback for Europe’s clearers
Brexit, leverage ratio tweaks and concentration fears could help European banks compete with US FCMs
Grand designs? Time to rein in the Pillar 2 project
Pillar 2 capital add-ons are becoming increasingly elaborate
Why the numbers don’t add up for post-Libor hedge accounting
Experts raise concerns over IASB’s Phase II plans to move on from Libor
CCAR more severe than EU stress tests
Real GDP decline greater for US banks under Fed tests than for EU firms grilled by the EBA
Eurex members divided over liquidity risk charges
Banks say proposed charge too conservative, debate whether add-on should be charged directly to clients
Lower risk-weights for real estate free up Nordea’s capital
ECB cut risk-weights for Swedish and Norwegian commercial real estate to 50% at year-end
UniCredit to liberate capital on Pillar 2 change
Bank targets 50% payout ratio
Non-EU hedge funds stage surprise escape from SFTR
European Commission clarifies scope of reporting obligation that confused many in the industry
Model review adds €13bn to ING’s RWAs
Trim effects projected to raise CET1 requirement by at least €600m
SocGen squeezes investment bank in RWA purge
Global banking division sees RWAs fall –17% in 2019
Corporate defaults push Danske Bank’s NPLs up 16%
Single-name exposures caused bulk of Q4 impairments
BNPP faces €67bn RWA hike under Basel III
Executives say ongoing capital generation and Pillar 2 changes will help keep CET1 ratio stable
Isda plans February rerun of Libor pre-death trigger poll
Lack of consensus would add pre-cessation option to post-cessation protocol for bilateral swaps
Quant Guide 2020: Technical University of Munich
Munich, Germany
Quant Guide 2020: Erasmus University Rotterdam
Rotterdam, Netherlands
Quant Guide 2020: University of Florence
Florence, Italy
Quant Guide 2020: University of Bologna
Bologna, Italy
Quant Guide 2020: University of St Gallen
St Gallen, Switzerland
Quant Guide 2020: ETH Zurich/University of Zurich
Zurich, Switzerland
Quant Guide 2020: EPFL
Lausanne, Switzerland
Quant Guide 2020: University of Warwick
Coventry, UK