Regulators
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
Appetite for corporate credit risk grows at EU banks
Total credit RWAs increase 3.2% from end-September 2018 to end-June 2019
In hunt for profitability, EU banks turn to risky assets
Exposures to high-risk items across EU banking sector hit €97.2 billion
Goldman leads US banks on trading VAR, but not on revenue
NY-based dealer makes $9.1bn trading revenue year-to-date to JP Morgan’s $18.7bn
Fifth Chinese bank nears G-Sib designation
Build-up of trading assets and hard-to-value instruments contributed to Bank of Communication’s G-Sib score increase
Top US banks fall short of Fed standards
Supervisor says bulk of outstanding problems for largest banks concern governance and controls
Over five years, swaps plummet, options climb at US banks
Swap notionals down $45 trillion since Q2 2014
Threats posed by systemic banks vary by region
Eurozone and UK G-Sibs are too big to fail because of their cross-border activities, Chinese G-Sibs because of their size
JP Morgan usurps Deutsche as world’s largest derivatives bank
US bank increased notionals 5.9% in year to end-2018
Substitutability cap spares JP Morgan higher Basel G-Sib score
JP Morgan could be in higher G-Sib bucket with cap removed
At US G-Sibs, 30-day funding still in vogue
Short-term funding is secured by higher-quality collateral than two years ago
Top banks’ trading books dwindled in 2018
Trading and available-for-sale assets dropped €160 billion year-on-year
Four US banks on cusp of higher systemic risk charges
JP Morgan on track for a 4% systemic risk add-on
Now less of a systemic risk, Deutsche wins capital relief
Prospective leverage ratio should fall to 3.75% after risk-cutting efforts
ECB favours higher countercyclical buffers
Releasable buffers only make up fraction of required capital
TD Bank added to too-big-to-fail list
The bank’s total exposures climbed 2.4% to €931 billion year-on-year
JP Morgan takes axe to tough-to-model trading risks
US G-Sibs see market RWAs fall 4.1% quarter on quarter
Off-balance-sheet exposures at JP Morgan climb $19.8bn in Q3
Goldman Sachs expands off-balance-sheet exposures 10% quarter-on-quarter
Eurozone banks' excess liquidity highly concentrated – ECB
German and French banks hoarding cash
Goldman, State Street amass losing trading days in Q3
Tough market conditions also led to VAR breach at Goldman Sachs
Goldman, BBVA and TD Group incur VAR breaches in Q3
US unit of TD Group endures four breaches in three months to end-September
At Wells Fargo, derivatives exposures climb $13bn in Q3
Portfolio shifted further into-the-money in the third quarter