Banks
Own-country risk makes up 42% of EU bank sovereign exposures
Polish, Estonian and Romanian banks most exposed to home governments
Loosening ties, pt 1: how US G-Sibs cut intra-system assets
Goldman Sachs reduced links with other financial firms the most in Q4 2018
Four UK banks improve resilience to stress tests compared with 2018
Aggregate CET1 capital ratio headroom over hurdle rate improves by 50 basis points
Leveraged loan risks concentrated in handful of banks – FSB
US lenders make up 55% of exposures among global banks
Op risk modelling limited to largest EU banks
Smallest banks do not use AMA at all
UK banks could withstand leveraged loan crisis
Losses projected to hit overall CET1 capital ratios by 40 basis points
At UK stress test banks, loan-loss estimates up £8bn in 2019
Impairments estimated to cut 5.7% off of the banks’ aggregate CET1 capital ratio
UK banks pass BoE stress tests
Dividend and AT1 bond coupon cuts needed to clear minimum requirements
G-Sibs in US grow leverage exposures faster than EU rivals
HSBC saw exposures fall 2.81% in Q3
Big Canadian banks face C$1bn capital hike on securitisation changes
RBC faces C$551 million uplift alone
EU banks eye savings following Pillar 2 update
ECB estimates CET1 relief of 90 basis points
Five eurozone G-Sibs cut op RWAs in Q3
Deutsche Bank cut €5.7 billion quarter on quarter
IFRS 9 transitional measures saved EU banks €22bn
Four Greek banks claim €1.2 billion of capital relief on average
EU derivatives markets highly concentrated
CCPs hold 41% of interest rate derivatives notional exposures
Santander’s CVA charge up 15% in Q3
Other eurozone G-Sibs see their CVA requirements fall
Big US banks cut OTC notionals by $10trn in Q3
Cleared notionals made up 54% of aggregate total notionals outstanding
New CVA regime to hike affected RWAs fivefold at EU banks
Systemically important lenders face 622% increase in CVA RWAs; but effect could be less if existing exemptions are carried over
Upgrade to derivatives system dents trading revenue at TD
Real-time mark-to-market of portfolio should cut trading revenue volatility in future
At CIBC, update to loan-loss model lifts credit provisions 38%
Darker economic outlook justified a shift in ECL model weightings
FRTB to double market RWAs of EU banks
Risk-weighted assets across 44 banks to increase 105% on average
Over 2019, loan-loss reserves up 50% at RBC
Percentage of provisions to total loans up to 0.32%
RWA density drops at Goldman Sachs
Bank built up stocks of risk-free assets in third quarter
BMO braces for SA-CCR, revised securitisation charges
Bank expects C$100m equity hit through introduction of IFRS 16
EU banks cut toxic loans, but pace of improvement slowing
Cypriot and Greek banks improve NPL ratios the most in nine months to end-June