Risk Quantum
JP Morgan’s CVA charge jumps $203m in Q3
Median CVA capital charge for US G-Sibs was $2.1bn in third quarter
US banks’ CDS books shrink $2 trillion in two years
Wells Fargo only major bank to grow credit portfolio year-to-date
ING reaps third-quarter CVA capital savings
Intesa and Caixabank also see CVA charges decline
Goldman sees third-quarter fall in market RWAs
Market RWAs fell $13 billion across the eight US G-Sibs
StanChart CVA charge jumps 161% in Q3
Charge rises to $99 million in three months to end-September
US banks bolster quality of short-term funding
Eight US G-Sibs increase share of total borrowings made up of well-collateralised repo
Model tweaks, loan growth lift Swiss bank credit RWAs
Credit RWAs grow Sfr26 billion at Credit Suisse and UBS year to year
Canadian lenders resilient to oil rout
Just 1.7% of 'Big Five' total loans exposed to energy producers
Op risk jumps $7 billion at Aussie banks
Year to year, op RWAs have swelled $24 billion
UK bank misconduct charges dwindle
Six of seven stress-tested banks report 50% fall in legal and regulatory reserves
Cross-border risks drive European G-Sib scores
Basel method shows cross-jurisdictional activity makes up 30.8% of banks’ total G-Sib scores
Market risk drops €5 billion at big EU banks, reversing trend
Banco Santander posts largest reduction of group, with market RWAs falling €2.2 billion