Risk Quantum
BASEL III
CVA capital charges more than double at BPCE post-Basel III
French bank leads European trend of elevated capital requirements under new rules
Basel III overhaul adds €85bn to EU banks’ op RWAs
BNP Paribas, Soc Gen and SEB see largest rises in absolute terms
BNP Paribas’s CVA risk charges swell 56% on Basel III overhaul
Impact of new formulas is largest yet for a G-Sib
Basel III prompts Scandi banks to redraw credit risk
Danske, Handelsbanken and Nykredit scale back A-IRB under new rules
TARIFF TURMOIL
Canada Big Five set aside C$1.7bn amid tariff uncertainty
Surge in performing loan provisions pushes allowances past pandemic peak
US banks held $2.2trn of USTs on eve of tariff turmoil
AFS holdings hit record $1.04 trillion days before Trump’s tariff announcement pushed Treasury yields higher
Tariff whiplash fuels clearing volumes at major CCPs
Record OCC volumes and strong gains at CME and Eurex mark April’s tariff-driven trading spike
Tariff rout lifts required IM by $51bn
Collateral posted for swaps, futures and CDSs jumped in April, data from top CCPs shows
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