Banks
Model and policy changes behind billions in UK bank RWA shifts
Net capital charges of £368 million across five lenders attributable to model updates alone
US bank RWA density edges higher
Morgan Stanley density increases from 41.46% to 45.47% year-on-year
Over one-quarter of EU bank credit exposures overseas
Spanish banks exhibit highest level of overseas risk, Nordic banks the lowest
Global banking sector equity surged in 2017
Surplus of assets over liabilities increased 17% in the year – BIS data
XVA swings boost US bank trading revenues
DVA change pares down dealers' derivative liabilities
Lenders save £200 million as UK bank levy shrinks
Aggregate levy brings in £206 million less year-on-year across five largest banks
Chinese banks pose increased risk to euro area – ECB
Growing number of Chinese lenders designated as systemically important
Japanese banks load up on HQLA
Aggregate liquid assets increase ¥22.3 trillion year-on-year
US CVA charges over seven times higher than EU
Huge disparity appears to result from EU exemption for corporate trades
Big Five Canadian banks' loan-loss ratios improve
BMO cuts PCL ratio 10 basis points year-on-year
UK bank derivative balances a mixed bag
Mark-to-market derivative balances with UK entities deteriorate; improve with non-UK firms
BMO shrinks loan-loss provisions as US outlook improves
US provisions for credit losses drop from C$110 million to C$44 million year-on-year
Basel floor change boosts Canadian bank capital ratios
CET1 ratios improve between five and 120 basis points quarter-on-quarter at 'Big Five'
Scotiabank reports volatile loan-loss provisions
A C$31 million jump in provisions largely attributed to a single deteriorating loan
G-Sib swap portfolios reveal transatlantic divide
EU banks record 16% fall in non-cleared swaps, while US dealers see 9% growth
Higher profits bolster EU bank capital ratios
Discrepancies persist between countries worst and least hit by eurozone crisis
Royal Bank of Canada RWAs return to growth
Loan growth contributes to C$22 billion increase
US bank swaps books rebound after G-Sib reckoning
Total OTC derivative notionals across eight G-Sibs grow $28 trillion in first quarter
TD Bank freed from Osfi capital floor
As a result, the bank’s CET1 jumped to 11.8% from 10.6% in the previous quarter
New capital floor saves CIBC C$244 million
Switch to Basel II-based floor adds 16 basis points to bank's CET1 ratio
Goldman, JP Morgan get riskier in Q1
Each bank could face an extra 50 basis points of capital add-on without remedial action
Concentration of EU banking assets grows
Share of assets held by top five banks in median EU country increases year-on-year
JP Morgan, Wells Fargo excess reserves dwindle faster than Fed average
Total banking sector excess reserves have dropped 5.8% since Fed "normalisation" began
Five US banks below Collins floor
Morgan Stanley, JP Morgan, Citigroup, State Street and Wells Fargo had higher standardised RWAs than modelled RWAs