Banks
Top UK banks cut CVA capital by £190 million
Barclays and StanChart are only two banks with higher CVA capital requirements in 2018
Securitisations push Barclays' market risk capital higher
UK bank reports 37% hike in securitisation capital charge year-on-year
One-third of US G-Sib capital due to op risk
Op risk share of total RWAs has increased over three years
Goldman Sachs cuts CVA capital 39% in 2018
On aggregate, CVA charge across US G-Sibs fell $2.2 billion to $14 billion year-on-year
European and UK G-Sibs cut leverage at year-end
Barclays posted the largest quarterly increase of 60bp
US banks improve funding mix in 2018
Cash outflows with high run-off rates reduce over the year
Execution issues dominate UK bank op risk losses
This category of risk accounted for 47% of op risk losses on average at five banks
Liquid assets fall $56bn at US G-Sibs, clipping LCRs
Rate rises and Fed balance sheet policy may affect HQLA values
Canadian Big Five hoard reserves as credit outlook decays
Four of the five largest Canadian lenders saw provisions rise, with BMO the only outlier
UK banks find various ways to de-risk
Risk-weighted assets fall despite loan growth at four of big five lenders
Sberbank's switch to IRB approach lifts capital ratio
Despite the RWA increase, the bank's CET1 capital ratio rose 20 basis points, to 11.6%
Op RWAs surge at Wells Fargo, dwindle at other G-Sibs
Higher capital charges a knock-on effect of a slew of misconduct scandals
Choppy markets, buying spree cause 28% VAR surge at BMO
The bank's VAR spiked for all asset classes bar commodities on the prior quarter
Overseas push amps Scotiabank credit risk
Loan-loss provisions for the international unit made up 69% of the bank's total in 2018
Structured product holdings fall at big US dealers
Morgan Stanley's portfolio more than halves in 2018 to $401 million
Legal fines dent StanChart profits
The bank put aside $900 million last year to cover penalties related to a series of investigations
Ring-fencing law swells Lloyds’ swap book
Recognition of intra-group trades boosts leverage exposure measure and CCP charges
Junk loan, souring economy push up RBC loan-loss reserves
Provisions for credit losses hit C$514 million in Q1 2019
UK banks build liquidity buffers ahead of Brexit
Four high street lenders boost HQLA by 11% in 2018
UK banks' ECL scenarios vary
Projected economic outcomes most widely dispersed at Barclays
Model expansion cuts Barclays' counterparty risk by 24%
Total CCR risk-weighted assets shrink on modelled exposure measurement approach approval
Debt-issuance spree helps Lloyds hurdle MREL target
Total funds and eligible liabilities rose to £66.8 billion at the end of last year, up 23% from 2017
Cleared swaps grow 10 times faster than bilateral at HSBC
Total derivatives notionals up 25% year-on-year
VAR model under scrutiny as RBS’s breaches spike
Excessive backtesting exceptions lead to increase in capital multiplier