Model reviews imposed capital charges on top EU banks in Q4
Societe Generale incurred a -36bp hit to its CET1 ratio due to Trim
Large banks in the European Union continued to absorb capital add-ons in response to scrutiny of their internal risk models in the last quarter of 2020. A number expect to take further such charges this year, too.
Dozens of top lenders were subject to on-site assessments under the European Central Bank’s (ECB) Targeted Review of Internal Models (Trim) from 2016 through 2020. Some supervisees were
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact info@risk.net to find out more.
You are currently unable to copy this content. Please contact info@risk.net to find out more.
Copyright Infopro Digital Limited. All rights reserved.
As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (point 2.4), printing is limited to a single copy.
If you would like to purchase additional rights please email info@risk.net
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.
If you would like to purchase additional rights please email info@risk.net
More on Risk Quantum
Hedge fund financing hits record $8 trillion despite year-end pullback
Surge in longer-dated funding offsets seasonal drop in overnight borrowing
FCM target residual interest shrinks as customer funds surge
Nine firms hit all-time lows in February across multiple asset classes
JP Morgan repo reliance hits 15-year high after Q1 surge
Fed funds and repo liabilities climb 62% to $717 billion
IM concentration at CCPs hits multi-year high in Q4
Median tops 52% for first time since 2021 as average reaches record
Saudi National Bank equity RWAs surge on Basel phase-in
Year-end risk-weight rise of 60pp triggers 18.2% spike in risk charges
SRT issuance hits €260bn as capital relief grows
Banks cut capital ratios by over 40bp on average via SRT deals, BIS research shows
CDS notional tops $8trn as clearing spike hits records
Investment-grade trades drive biggest weekly rise since 2013
US G-Sibs ease off TLAC build as buffers plateau
Loss-absorbing buffers edged lower across most major banks at end-2025
