Banks
BofA takes $84 million hit from toxic energy loan
Commercial loan charge-offs soar to $156 million because of troubled utility client
Citi raises CECL reserves estimate
A 30% jump in reserves would translate to a roughly 30bp capital hit
Consumer loan surge quintuples Goldman’s loan-loss reserves
Retail loan portfolio doubles year-on-year to $5 billion
Asset-backed securities swell Wells Fargo's revenues
Non-agency RMBS sales power $125 million of net gains on debt securities
Two banks dominate EU securitisations
Banco Santander and Deutsche account for over one-third of total securitisation exposures among G-Sibs
Fixed income risk surges 19% at JP Morgan
Fixed income markets revenues came in 18% lower year-on-year
Foreign banks eye HQLA savings in US
Liquid asset minimum requirements could drop by $14.9 billion at TD Bank alone
EU G-Sibs add €2.7bn of op RWAs in 2018
Op risk charge anticipated to jump €21.5 billion under Basel III
Swap book values of US G-Sibs dropped in 2018
Settled-to-market technique responsible for some deductions year-on-year
One-fifth of EU G-Sibs’ equity ineligible as capital in 2018
Goodwill and intangibles made up €114 billion of pre-adjusted equity
EU G-Sibs' CCP exposures topped €223bn in 2018
Societe Generale, BNP Paribas and HSBC made up over half of all exposures
US G-Sibs owned over $50bn of other banks' capital in 2018
BofA Securities held the most of the group at $10.9 billion
European and US G-Sibs' LCRs diverge in 2018
The average LCR at the 13 European and Swiss G-Sibs stood at 145% at end-December, 42 basis points higher than at end-2017
Swaps, repo grow share of G-Sib leverage exposures
On-balance sheet exposures shrink as a constituent of key regulatory measure
Counterparty risk climbs at JP Morgan, falls back at rivals
JP Morgan EADs up 10% and CRR RWAs 11% year-on-year
SA-CCR would dent US dealers’ leverage ratios – trade bodies
Goldman Sachs, Morgan Stanley and JP Morgan would likely see the largest leverage exposure spikes
European banks adjust capital mix
Additional Tier 1 totals climb, CET1 and Tier 2 dips
At EU banks, bad business practices led op risk losses
Misconduct trumped external fraud and process management failures
UK banks triple AT1 capital in four years
Total outstanding amounts of AT1 stood at £42 billion at end-2018
Swiss banks pared securitisation exposures in 2018
Credit Suisse cuts holdings 24%; UBS 80%
Legal charges topped £6 billion at UK banks in 2018
Majority of costs relate to legacy issues, including PPI and RMBS mis-selling
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