Data
EU bank capital ratios creep up in Q3
Average transitional ratio increases to 14.7%
EU banks punished over lowball credit risk estimates
Two of 17 firms facing follow-up inspections will be hit by capital add-ons
DTCC, Ice Clear Europe lead top CCPs in boosting liquidity buffers
CCPs added $20.8 billion to their liquidity buffers in the third quarter of 2018
EU banks slash €32 billion soured loans in Q3
Italian, Greek and Spanish banks cut most toxic loans
Soured loans set NordLB apart among Landesbanken
Troubled lender has €7 billion of defaulted 'specialised lending' corporate exposures
SwapClear compressed notional leaps 27% in 2018
$774 trillion of notionals compressed, up from $609 trillion in 2017
Credit data shines light on Banca Carige's woes
Banca Carige weighed down with non-performing exposures
Solvency II special measures boost EU insurers’ capital ratios
Median insurer's SCR ratio would be 24 percentage points lower without LTG and transitional benefits
Valuation model risk on the rise at EU banks
Over two-thirds of fair value assets priced using banks' models
Nasdaq default came at time of mass margin breaches
CCP's clearing members incurred 49 margin breaches as of end-September
FBOs get smaller, simpler and easier to resolve
Foreign bank IHCs have shrunk between 16% and 41% since Q3 2016
Ice Clear Europe posts $1.2bn margin breach in Q3
In total, 55 margin breaches reported at end-September 2018
Many EU banks’ sovereign portfolios highly concentrated
Forty-eight lenders have more than three-quarters of sovereign risk allocated to home country
CME trims default fund in Q3
Non-interest rate futures and options default fund reduces by $3.7 billion
Bond trading dominates EU bank market risk
Traded debt position risk accounts for 60% of market risk capital requirements
Nordic banks shoulder weightiest capital buffers in EU
DNB Bank has 9.10% combined buffer, the largest of stress-tested banks
Two stress tests give conflicting verdicts on UK banks
Under the BoE’s severe stress scenario, the average drop to UK banks’ CET1 capital ratios was 740bp, compared with 570bp under the EBA’s adverse scenario
US banks pare reliance on unsecured funding
Average share of unsecured wholesale funding falls to 42% in a year
EU banks most exposed to French, German, US sovereign risk
French bonds make up 17% of all EU bank sovereign exposures
IFRS 9 hits standardised banks harder than IRB peers
Capital wallop over eight times greater for SA banks than IRB
US life insurers switch to FHLB loans from Fabs
Borrowings from government-backed banks triple in 10 years
EU countries accelerate countercyclical buffer increases
Eleven EU members currently apply CCyBs, with Bulgaria the most recent country to join the club
Italian banks lead EU on cutting soured loans
Intesa Sanpaolo, Banco BPM, UniCredit shed most NPLs in H1