Regulators
Top four EU banks have shed €1.5 trillion in assets since 2013
Barclays, HSBC, BNP Paribas, and Deutsche Bank slim the most in five years
New risk data signals lower EU G-Sib scores
Aggregate 20% drop in level 3 assets and 7% decrease in intra-financial system liabilities reported in 2017
Margin 'big bang' to catch tenfold more UK firms, FCA estimates
Risk Quantum analysis suggests around 50 firms will be captured by margin rules in total
Fed stress tests: foreign banks lag US on capital estimates
On average, IHCs missed the Fed’s estimates of the amount their CET1 ratios would fall in the 2018 test cycle by 213bp, compared with 109bp by US lenders
Swaps end-users struggle for clearing access – survey
Thirty of 44 derivatives end-users cite difficulties finding and maintaining access to CCPs
Dealers and FCMs split on clearing incentives
72% of client clearing firms say leverage ratio a clearing disincentive
Capital add-ons rising for UK banks
Median Pillar 2A requirement across six biggest lenders hits 2.3%
EU banks toughen terms for OTC trades – ECB
Credit conditions for SFT and OTC derivatives tightened over past three months
Bail-in bond issuance set to climb this year – EBA
Regulatory uncertainty fading as constraint on MREL placements
Dread of cyber attack and data theft grows at EU banks – survey
More than 60% of respondents predict a rise in op risk
Short-term funding weighs heavily in systemic risk scores
Indicator accounts for 30% of Fed's average aggregate systemic risk scores for eight US G-Sibs
New accounting clips EU bank capital
IFRS 9 capital impact largest on Irish and Bulgarian dealers, EBA health check shows
Barclays, Credit Suisse stress test estimates stray from Fed’s
The two banks miss the mark on stressed capital ratio by 290bp and 460bp, respectively
US banks more cramped by stress tests than global peers
Five out of six US dealers adjust capital based on stress scenarios
EU banks get different MREL levels and deadlines
Average bail-in requirement is 28% of RWAs
Tired of overshooting, BNY Mellon revamps stress test model
Capital distributions crimped by conservative CCAR estimates
Banks see higher FDIC charges lasting through 2018
Levy adds millions to dealers' expenses
Poor governance is top factor in insurer failures – Eiopa
Internal governance and control risks primary cause of 14% of failures
Citi and Wells Fargo wary of stress capital buffer
Recent CCAR tests point to higher CET1 requirements
US G-Sibs increase off-balance sheet exposures
BAML, Citi, Goldman, Morgan Stanley and Wells Fargo boost amounts by $124 billion
Stress-test trading losses out of sync with banks’ market risk
Trading and counterparty losses triple those implied by banks’ market RWAs
FRTB: trade bodies reveal threat to risk factor modellability
Swaptions, sovereign CDS and long-dated swaps at risk of being NMRFs
US banks cut available-for-sale portfolios
Securities classifications have shifted materially since AOCI filters were removed in 2014