Banks
Nordic banks shoulder weightiest capital buffers in EU
DNB Bank has 9.10% combined buffer, the largest of stress-tested banks
Two stress tests give conflicting verdicts on UK banks
Under the BoE’s severe stress scenario, the average drop to UK banks’ CET1 capital ratios was 740bp, compared with 570bp under the EBA’s adverse scenario
US banks pare reliance on unsecured funding
Average share of unsecured wholesale funding falls to 42% in a year
EU banks most exposed to French, German, US sovereign risk
French bonds make up 17% of all EU bank sovereign exposures
IFRS 9 hits standardised banks harder than IRB peers
Capital wallop over eight times greater for SA banks than IRB
EU countries accelerate countercyclical buffer increases
Eleven EU members currently apply CCyBs, with Bulgaria the most recent country to join the club
Italian banks lead EU on cutting soured loans
Intesa Sanpaolo, Banco BPM, UniCredit shed most NPLs in H1
Fall in market risk prods UK bank RWAs lower
Total RWAs amounted to £2.9 trillion at end-September
Italian banks hold most of Europe's loan reserves – EBA
Italy accounts for €84 billion of stage 3 allowances alone
Brexit may spur higher op risk losses – EBA
Largest five op risk losses in 2018 cost equivalent of 2.1% of EU bank's average CET1
G-Sib leverage makeups differ by region
Median US G-Sib has higher share of exposure measure made up of derivatives and repo than EU peer
BNPP leads big EU banks in growing IRB exposures
French bank adds €25 billion of modelled exposures in third quarter
EU G-Sibs outpace rivals in growing repo books
Large European banks' increase exposures by €230 billion
UK bank securitisation exposures on the rise
Originate-to-distribute engine revs up
JP Morgan’s CVA charge jumps $203m in Q3
Median CVA capital charge for US G-Sibs was $2.1bn in third quarter
US banks’ CDS books shrink $2 trillion in two years
Wells Fargo only major bank to grow credit portfolio year-to-date
ING reaps third-quarter CVA capital savings
Intesa and Caixabank also see CVA charges decline
Goldman sees third-quarter fall in market RWAs
Market RWAs fell $13 billion across the eight US G-Sibs
StanChart CVA charge jumps 161% in Q3
Charge rises to $99 million in three months to end-September
US banks bolster quality of short-term funding
Eight US G-Sibs increase share of total borrowings made up of well-collateralised repo
Model tweaks, loan growth lift Swiss bank credit RWAs
Credit RWAs grow Sfr26 billion at Credit Suisse and UBS year to year
Canadian lenders resilient to oil rout
Just 1.7% of 'Big Five' total loans exposed to energy producers
Op risk jumps $7 billion at Aussie banks
Year to year, op RWAs have swelled $24 billion
UK bank misconduct charges dwindle
Six of seven stress-tested banks report 50% fall in legal and regulatory reserves