Sweden
CCIL leads CCPs with record margin calls
ECC calls most margin in five years ahead of first emissions auction
SEB’s market risk add-on swells 153% in Q2
Temporary adjustment more than doubles as internal model change awaits sign-off
Basel III prompts Scandi banks to redraw credit risk
Danske, Handelsbanken and Nykredit scale back A-IRB under new rules
CCP default funds 35% larger than on eve of pandemic
Sixteen out of 25 clearing services had bigger buffers heading into the recent tariff turmoil compared to Q4 2019
Annual update ratchets up op RWAs at European banks
DNB, RBI and Swedbank post double-digit RWA rises for second year running ahead of Basel III implementation
SEB’s RWAs hit record high on upcoming requirements
Add-on of Skr9 billion helps drive CET1 ratio to lowest since pandemic
OTC derivatives hit $730 trillion peak in H1 2024
Interest rate and FX derivatives drive notional spike
Nordea’s credit RWAs surge €19bn as ECB approves new retail models
Revised risk-weightings for mortgages drive sharp rise in credit risk
Sovereign ‘greenium’ differs more than you might think
Term structure data shows wide variation in yields for green sovereign debt, argues economist
Open position concentration hits record high at top CCPs
LCH, Nasdaq and Eurex report biggest quarterly jumps among 16 clearing houses
People: Barclays’ macro trade reshuffle, UBS board moves, and more
Latest job changes across the industry
Shocks to the system: how Basel IRRBB update affects new EU test
Disclosures suggest more banks will be classified as outliers on net interest income assessment
Op risk hits all-time highs at three Nordic banks
Regular updates drive record rises at Handelsbanken, Nordea and SEB
Nasdaq liquidity risk jumps 15% on increased settlement flows
Maximum amount owed to CCP by single member in stress scenario rises in Q4
ECB raised Pillar 2 charges for just three CRE-heavy banks in latest SREP
Pfandbriefbank and Luminor saw largest increases across 106 banks subject to 2023 assessment
SEB, Swedbank see record negative OCI
Lower discount rate linked to pension obligations triggers aggregate unrealised losses of Skr5.5 billion in Q4
Nordic banks’ RWAs rise $9bn on Swedish risk-weight floor rejig
Constraints on real-estate exposure modelling result in Pillar 2 charges moving to Pillar 1 requirements
Liquidity risk triples at Nasdaq in second quarter
Updated model extends time horizon to seven-plus days
Rate of cleared OTC derivatives rises at European banks
Swedbank leads dealers in secular trend towards clearing space
SEB’s wholesale funding doubles following reporting error
Front-loading of 2023 funding plan contributes to Skr500 billion increase in H1
No big boost to UK dark trading after Brexit
Expected explosion in hidden equity liquidity has failed to materialise