Banks
Corporate loan exposures weigh on EU banks
Risk density across EU G-Sibs stood at 93% for corporate loan exposures
IRB approaches cover two-thirds of European bank credit risk
Share of risk-weighted assets calculated using internal models between 41% and 91% at the G-Sibs
SME loans more capital intensive for big eurozone banks
Corporate loans to smaller enterprises attract high risk weightings
Savings vary for UK banks under BoE leverage ratio
RBS deducted £80 billion of leverage exposure under UK-specific rule at end-March
US banks’ liquidity buffers thinnest among G-Sibs
Mean LCR of US banks hits 122.5% in Q1
Banco Santander’s CVA charge drops 20% in Q1
Three EU G-Sibs cut capital requirements, three increase them
European and UK leverage ratios fall in Q1
UK banks had leverage ratios on average 26bp higher than their continental European peers
At US G-Sibs, loan-loss reserves hit $5.6 billion in Q1
Wells Fargo’s PCLs climb 62% quarter-on-quarter
Model changes, asset growth boost Canada bank RWAs
TD Bank brings credit card portfolio under A-IRB
Banco Santander hit hard by IFRS 16
Average capital depletion across seven G-Sibs was 11bp
Canadian banks see loan-loss reserves diverge
Provisions rise at Scotiabank and BMO; drop off at TD Bank, CIBC and RBC
US G-Sibs curb reliance on unsecured debt
Citi cuts outflows related to issued securities 68% year-on-year
Morgan Stanley’s CVA charge swells 19% in Q1
Credit valuation adjustment capital charges have decreased at most G-Sibs year-on-year
Single Resolution Fund fees jump at most large EU banks
Contributions fall for Deutsche Bank and Societe Generale
US G-Sibs keep on expanding repo books
JP Morgan has increased repo exposure by 34% year-on-year
ECB model review continues to eat at ABN Amro’s capital
Trim effects add €1.3 billion of RWAs in Q1
At systemic US banks, HQLA falls $35bn in Q1
LCRs drop at JP Morgan, Citi and BofA Securities
Royal Commission refunds weigh on Aussie banks
A$1.7 billion of remediation costs taken by Big Four in H1
Aussie banks crush IRRBB capital charges
‘Big Four’ cut IRRBB RWAs by A$23 billion year-on-year
Trading units of Swiss banks move in opposite directions
Over three years, Credit Suisse has cut RWAs allocated to trading 17%; UBS has increased them 46%
UniCredit plans Italian bond retreat
The bank's BTP portfolio is currently larger than those of Intesa Sanpaolo, Banco BPM and Mediobanca combined
As legal losses recede, Morgan Stanley's op risk falls
Bank cuts op RWAs 7% in the first quarter
Natixis's VAR returns to earth after sale of autocallables
Average value-at-risk falls 35% from Q4 2018 high
UK systemic risk buffer capital cost over £7bn
The Bank of England set the buffer amounts on May 1