Banks
Lower interest rate risk pushes Santander’s VAR down 16%
South American portfolio accounts for largest chunk of trading risk
Darker credit forecast forces Deutsche’s PCLs up to €161m
Provisions for credit losses rise from €94m in the year-ago quarter
As revamp begins, Deutsche’s RWAs for CVA fall
Credit valuation adjustment RWAs down 30% year-on-year
Model refinements slim UBS market risk RWAs
The bank’s market RWAs fell to $10.9 billion at end-June
UBS's LCR drops 5% on higher funding consumption
The bank reported HQLA of $176 billion, down from $186 billion in Q1
US Bancorp slashes bad assets 5% in Q2
Total amount of toxic assets stood at $953 million at end-June
Capital One shrinks credit-loss provisions by 21%
Provisions in Q2 2019 took 23% bite out of the bank's $5.7 billion revenues
State Street falls behind in the custody assets race
The gap between BNY Mellon and State Street rose to $2.8 trillion at end-June
Morgan Stanley’s RWAs skip higher as lending grows
Loans in the institutional securities and wealth management units rose 3% and 4% quarter-on-quarter
Danske’s profits drop 22% as impairment charges surge
Corporates & institutions unit incurred loan impairments of DKK520 million
Nordea’s CVA charge drops 34%
CVA requirements are at their lowest level since Q3 2018
PNC drains Fed account for buying spree
Future cut to LCR could lead to further withdrawals
Capital issue boosts BofA’s AT1 capital by 11%
The bank issued two slugs of perpetual preferred stocks in Q2 2019
Goldman Sachs builds legal reserves
Bank raises estimate of potential losses to $2.5 billion
JP Morgan equity VAR surges 56%
Total trading VAR stood at $44 million for Q2
Citi loan-loss provisions build to $2.1bn
Credit reserve ramp up pushes PLLs higher
‘Bad banks’ through the ages
How Deutsche Bank’s latest resolution unit stacks up
Restructured Deutsche would be slimmest eurozone G-Sib
As of Q4 2018, the German bank was the third-largest systemic lender by leverage exposure
Eurozone G-Sibs’ op RWAs fall €8.1bn in Q1
Deutsche Bank led the charge with €6.4bn reduction
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