Risk Quantum
BNY, Goldman, HSBC lag in mid-cycle stress tests
Periodic health checks show banks would hurdle regulatory minimums under severe market crisis
Swiss banks ask, how about a magic trick?
Banks pull off an accounting trick – with the help of their regulator
Trading non-cleared derivatives tougher in Q3 – ECB
Twelve percent of respondents said trading conditions worsened for interest rate products
Commerzbank plumps capital buffer with AT1 bond sale
Bail-in instrument helps expand buffer above MDA limit to around 220bp
OTC derivatives amounts surge 18% in H1 2019
Interest rate products alone see notionals increase to $523.9 trillion
UniCredit bolsters capital ratio on Fineco sale
Italian bank also offloaded Mediobanca stake
Trim review pumps up Commerzbank’s credit RWAs
Additional RWA increases also expected in coming quarters
Generali’s solvency ratio continues to slide
Rate cuts, bond movements hike SCR and bite into own funds
Wells Fargo op risk charge jumps $3.6bn in Q3
San Francisco-based lender still bound by standardised capital approach
SocGen’s CET1 ratio shoots higher as revamp continues
French bank sheds €7.1 billion of RWAs in Q3
Post-Brexit vote, large US banks have curbed UK exposures
US G-Sibs shed $171 billion of claims on UK private sector between Q1 2016 and Q1 2019
Chafing under capital rules, JP Morgan sells home loans
Standardised risk weights for residential mortgages far exceed modelled equivalents
MetLife investment yields squeezed by rate cuts, repo turmoil
Investment spread at retirement and income solutions unit down to 1.02%