Banks
ABN Amro sustains assault on market risk
The bank's market RWAs dropped 24% quarter to quarter, to €1.7 billion, following a 41% reduction in the first quarter
Bond run hits UniCredit capital buffer, trading income
Bank rides rollercoaster of BTP price plunge
Commerzbank VAR jumps on Italian turmoil
Sovereign bond yield spike hits public finance portfolio
Switch to internal model helps HSBC cut counterparty risk by 18%
HSBC cut counterparty credit risk-weighted assets by 18% – $10.4 billion – in the second quarter
French banks’ leverage ratios rally on EU court win
Improvements of 10 to 30 basis points follow change to leverage measure
RBS puts RMBS woes behind it, draining capital
DoJ settlement incurs 50bp CET1 ratio charge
SG eyes capital savings from business exits
Sales of Eastern European and Spanish units to furnish CET1 buffer
Mortgage add-on elevates ING credit risk
Credit RWAs up 4.2% on loan growth and Belgian regulator-set multiplier
IFRS 9 eases impairment charges, softening Barclays' profit drop
Total credit impairment charge stood at £571 million, a 46% decline year-on-year
Switch to standard model boosts BNP Paribas’ op risk
Operational RWAs grow €6 billion in the second quarter
Lloyds hikes PPI provisions to £550 million
Since 2011 the UK bank has put aside over £19 billion to resolve PPI claims
Tri-party repo switch prompts Credit Suisse liquidity boost
Swiss bank LCR surges to 226%
StanChart culls debt, switches model, and market RWAs drop
Structured product RWAs now calculated using internal model, saving $1.1 billion
Credit Suisse scraps legacy businesses at even faster tempo
The firm’s strategic resolution unit shed $6.2 billion of leverage exposure in the three months to June
US foreign bank rules sap UBS liquidity buffer
HQLA fell Sfr2 billion in the second quarter, down 17% since US IHC formed
BBVA gets forex model update from ECB
Foreign exchange risk added €366 million in capital requirements in 2017
VM switch shrinks Nomura's balance sheet
Revised treatment of variation margin reduces exposures by ¥247 billion
Nomura’s capital ratio edges lower as RWAs skip higher
Legal wrangle with US Federal Housing Finance Agency swells risk-weighted assets
Santander shakes off toxic loans
NPL ratio 145bp lower than at time of Banco Popular takeover
Deutsche Bank cuts leverage exposure by 6%
Repo exposures absorb brunt of reductions
VAR cut helps shrink UBS market RWAs
Average management VAR falls Sfr10 billion
UBS far exceeds 2018 credit and counterparty risk estimate
Sfr2.4 billion growth attributed to model changes alone
Nordea plumps bail-in buffers as it moves to Finland
Nordic bank plans €10 billion senior non-preferred debt issue by 2021
SEB purchase saps Danske Bank’s capital ratio
Despite hike in minimum required capital, Danske has ample buffer