Banks
BPCE VAR exceptions lift capital add-on
Three breaches in H2 2025 push bank into amber zone, raising capital add-on
La Banque Postale trades cash for HQLAs as liquidity mix shifts
€15bn drop in reserves offset by surge in securities holdings
Deutsche’s IMA RWAs jump 12% on SVAR recalibration
RWAs linked to stressed component bloat €3.5 billion on switch in historical reference period
UBS’s market RWAs fall below pre-FRTB levels
Charges drop 15.8% in Q4 as legacy assets continue to roll off
US G-Sibs’ trading revenue ebbs to four-quarter low
Credit and rates income slump as Citi posts the sharpest decline
ABN Amro cuts €1.7bn of RWAs through Blackstone SRT
Deal with asset manager forms bank’s second synthetic transfer in 2025
Comerica, Frost lead US banks on commodity derivatives concentration
Commodity-linked trades account for one-third of derivatives books at both lenders
Limited RWA gains support rethink on Fed output floor
Advanced approaches cut RWAs only marginally across US banks
Eight US dealers set to dodge FRTB application
Revised trading-activity thresholds would narrow scope of market risk framework
AOCI reinclusion would strip $49.5bn from US bank capital
Schwab, Ally and Fifth Third face largest CET1 hits under Fed Basel III endgame proposal
HSBC, Mizuho, US Bancorp ensnared by endgame CVA rule
Notional-based backstop leaves most banks exempt from capitalising non-cleared trades
G-Sib overhaul could trim future capital needs by $45.2bn
Morgan Stanley, Goldman and BNY set to benefit most from Fed Basel III endgame proposal
Equity trading volumes surge at Canadian, Singaporean banks
Seven of eight lenders post double-digit rise in 2025, early systemic data shows
Goldman tripped up by VAR in Q4
BNY and Citizens also record backtesting exceptions
Nykredit retail banking risk-weight hits nine-year high
Retail banking risk-weight jumps to 46%, second only to commercial
US banks trim long-dated bonds to 10-year low
Medium-term securities reach record as 5+ year share hits decade low
Stressed liquidity flows swell at Canadian banks
Derivative and repo activity push up LCR cash flows at RBC, TD and Scotiabank
US banks lose appetite for Treasuries as G-Sibs turn to trading book
Two-year surge in non-trading USTs plateaus as HFT bonds tick up
Korean banks post record write-offs as bad bank programme begins
Kookmin and Shinhan book combined 664 billion won surge in Q4 charge-offs as New Leap Fund accelerates NPL disposals
Exposures with undisclosed risk-weights hit new highs at US banks
Assets in the ‘other’ category of standardised risk-weights grow to $700bn
Repo market exposed to $100 billion-plus cyber tail risk, OFR warns
Concentration and time-of-day vulnerabilities amplify impact of extreme outcomes