Banks
Model woes swell ABN Amro RWAs
Trim and model reviews add €5 billion in risk-weighted assets
Groupe BPCE fortifies TLAC buffer
French bank posts TLAC ratio of 22.5%, up from 20.08% in 2017
CaixaBank awash with liquidity in 2018
Spanish lender's LCR rose 11 percentage points in the 12 months to December 2018
Dinged by RWAs, SocGen capital ratio misses target
Bank accelerates asset sales plan to reach 2020 CET1 goal
Commonwealth Bank blitzes IRRBB charges
Shake-up of banking book saves A$10.5 billion in RWAs
Now under aegis of ECB, Nordea RWAs spike 29%
Imposition of Swedish mortgage floor adds €10.6 billion of risk-weighted assets alone
ING trims op risk charge by 11% in 2018
Bank benefits from AMA model upgrades
BNP Paribas’ VAR soars 17% after brutal Q4
Equity revenues fall 70% on year-ago quarter
Intesa Sanpaolo slashed bad loans 26% last year
NPL ratio plummets to 4.2% from 6.2% in 2017
Japanese megabank JGB portfolios shrink
Domestic government bond holdings drop 12% in 2018
Deutsche-Commerz merger would birth giant G-Sib
The combined bank would likely attract 2.5% G-Sib surcharge
EU, Canada banks lag rivals on IRB model coverage
Median bank has 78% of credit risk-weighted assets under IRB approaches
Danske drains excess liquidity, reducing LCR
Nordic bank cuts LCR to 121% at end-2018 from 171% the year prior
Deutsche’s market RWAs surge €8bn on volatility spike
Elevated VAR levels and a temporary increase in the incremental risk charge, drove the market RWA increase
Even after hefty loss, Nomura capital ratio remains aloft
CET1 ratio jumps to 17.8% despite ¥76 billion loss
Santander tames its trading risk
Group value-at-risk falls 40% in 2018
One-quarter of market risk not modellable
US banks have largest portion of capital requirement set by the SA
Banks divided on op risk approaches
EU banks favour standardised approach, North American and Australian lenders the AMA
UBS warns of $6.5bn jump in credit RWAs in Q1
Credit and counterparty RWAs stood at $147.9 billion at end-2018, up $1.6 billion from the third quarter
Japanese bank LCRs diverge in Q3
Median LCR falls to 135.6% at six large lenders
US G-Sibs hike loan-loss provisions by $737m
Five banks increased PCLs in the fourth quarter of 2018, with JP Morgan leading the way
Stock slump dents income, hikes VAR by 22% at UBS
Income from equity derivatives trading plummeted $47 million quarter-on-quarter
Goldman edges closer to Collins floor
Six of the eight US G-Sibs are currently below the Collins floor
Charles River purchase drains State Street’s capital
Depleted CET1 capital ratio spells trouble for 2019 stress tests