Banks
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
Fed stress tests tougher in 2019
Severely adverse scenario projects US economy to shrink 9.4%
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
Default risks in peripheral eurozone inch up
Italian corporate PD estimates up to 9.12%
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
Lenders favour eurozone non-bank borrowers
Cross-border claims on the euro area grow for the first time since Q2 2016
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
Cross-border euro lending rebounds in Q3
Intra-euro area cross-border claims accounted for 40% of the annual increase
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
Overseas lenders back eurozone, shun UK and US
Cross-border loans to eurozone increase $93 billion in third quarter of 2018
Nomura, MUFG curb derivatives exposures
Outstanding positions make up almost one-quarter of Nomura's total leverage exposure
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