Switzerland
Securitisation exposures surge 80% at European banks as risk density falls
RWAs grow just 52% over four years as synthetic positions more than double
UBS VAR nearly doubles to hit decade high
Hedging activity behind spike as equity markets withstood Iran turmoil
Risk density and capital requirements inversely related – FSI
Report says jurisdictions could be choosing between higher capital requirements or model restrictions
China leads global banks’ LCR retreat in 2025
Twenty-one of 29 G-Sibs reported lower liquidity ratios than the previous year
Waiting for the light: what’s stalling European equity markets?
Esma says EU market has a structural problem, but the focus on lit vs dark trading overlooks post-trade issues
UBS set for highest G-Sib CET1 minimum under Swiss proposal
Effective CET1 minimum would clear 13% on foreign-participant deduction
EU task force boss calls on NCAs to wield their powers to meet T+1
Europe’s disparity will add to command hub’s challenge to match US co-ordination feat, says Giovanni Sabatini
US G-Sibs ease off TLAC build as buffers plateau
Loss-absorbing buffers edged lower across most major banks at end-2025
UBS’s market RWAs fall below pre-FRTB levels
Charges drop 15.8% in Q4 as legacy assets continue to roll off
Morgan Stanley marks biggest risk category swing in 2025 G-Sib test
Substitutability overtakes complexity at US bank for first time
Chinese banks narrow gap to US on systemic risk
Smallest ever distance between two countries in FSB assessment after China surges 160bp
Tomorrow’s Quants: what it takes to be a next-gen modeller
Employers increasingly prize mix of hard and soft skills, Risk.net survey reveals
Credit Suisse AT1 ruling may only benefit a third of bondholders
Swiss law may mean only bondholders who appealed writedown get compensation, if there is any
BofA preps single-stock autocalls on new CHF indexes
SIX Group indexes slash implied forward cost for US underlyings including Nvidia and Microsoft
UBS RWAs rise $19bn amid FX swings
Weaker US dollar against Swiss franc pushes total RWAs past $500bn
UBS hit with $761m capital add-on for uncollateralised hedge fund lending
Finma imposes Pillar 2 buffer over Archegos-style exposures
China’s top banks bulk up liquidity as global peers trim buffers
US G-Sibs continue to trail with lowest median LCR since 2021
UniCredit tops Europe’s VAR breach leaderboard in 2024
Swedbank, Commerzbank and SocGen among model users repeatedly blindsided by volatility
FRTB may bite harder for Europe’s CVA modellers
Farther reach of advanced approach and lighter load on total requirements mean limited takeaways from Canada and Japan’s implementation
UBS’s CVA charges spike by 30% under new market risk regime
Proportional impact is higher than at any FRTB adopter so far
UBS takes standardised approach for FRTB – for now
Swiss bank is one of the largest to drop internal models; sources say it could switch later