Risk Quantum
Capital issuance spree boosts Credit Suisse’s Tier 1 buffers
Contingent note sale pushes additional Tier 1 capital up 22%
Model scrutiny depletes Santander’s capital ratio
Targeted review of internal models takes 28bp off CET1 ratio year-to-date
Credit model update holds down loss provisions at Deutsche
German lender saved €167 million through model refinements
Deutsche’s op RWAs fall 7% in Q3
Wind-down of ‘bad bank’ cuts €3.2 billion in op RWAs alone
Eurozone G-Sibs’ modelled risk weights well below average
Six of eight systemic lenders have modelled risk weights lower than the G-Sib and European mean
Liquidity coverage at Nomura improves in Q2
HQLA buffer shrinks for third consecutive quarter
VAR breaches push NatWest Markets’ RWAs higher
Turbulence in rates behind higher market risk charges
Hong Kong turmoil pushes HSBC’s credit loss charge higher
Third quarter expected credit loss charge was 62% higher than in Q2
Lending to shadow banks accelerates – BIS
Annualised growth rate of loans to non-bank financial institutions hits 13%
CECL could force Capital One’s loss reserves up 40%
Loss allowances could jump to almost $10 billion on January 1, 2020
PRA grants Barclays £1bn op risk capital relief
Op RWAs fall to £42.5 billion in Q3
MMF repo volumes fell 8% in September
FICC remained largest single counterparty for US Treasury repo
Nordea builds loan-loss provisions following ECB scrutiny
Net loan losses jump to €331 million in Q3