Capital adequacy
Germany plans countercyclical buffer hike
Iceland, Bulgaria and France have also increased add-ons year-to-date
Morgan Stanley’s CVA charge swells 19% in Q1
Credit valuation adjustment capital charges have decreased at most G-Sibs year-on-year
US G-Sibs keep on expanding repo books
JP Morgan has increased repo exposure by 34% year-on-year
US units of BBVA, BNPP, TD Bank post VAR breaches in Q1
TD Bank losses on one day exceeded VAR estimate by 195%
EU’s model study finds problems with bank VAR methods
Banks surveyed by the ECB had an average of 32 issues with their market risk models
Allianz’s solvency ratio dips 11 points
Share buyback, market moves, regulatory tweaks all take their toll on capital
Commerzbank’s leverage ratio sinks as balance sheet bloats
Total leverage exposure hits €527 billion
Citi’s credit risk measures diverge
Standardised RWAs rise; modelled RWAs fall in Q1 2019
Deutsche Bank's asset cull to lower systemic risk buffer
G-Sib surcharge could drop to 1.5%; leverage ratio to 3.75%
Nordic, UK banks have highest countercyclical buffers
Nordea, Lloyds and RBS had the largest add-ons of banks surveyed
Leverage ratio target slips further out of Deutsche’s reach
Exposures balloon after three quarters of decline
Under SA-CCR, Nomura leverage exposure drops over ¥7 trillion
Methodology switch sends leverage ratio soaring to 5.04%
Bail-in bond issuance bolsters Barclays' capital
UK bank plans £8 billion of AT1 bond issuances in 2019
US G-Sibs build capital even as shareholder windfalls surge
The eight large US banks return more than $30 billion to equity holders
Japanese banks growing less resistant to financial crises
Ebbing income expectations would erode future capital ratios
Citi raises CECL reserves estimate
A 30% jump in reserves would translate to a roughly 30bp capital hit
US G-Sibs owned over $50bn of other banks' capital in 2018
BofA Securities held the most of the group at $10.9 billion
Counterparty risk climbs at JP Morgan, falls back at rivals
JP Morgan EADs up 10% and CRR RWAs 11% year-on-year
Capital build at European banks at odds with profitability
European firms account for 47% of large banks' capital raises, but just 22% of profits
Planned US capital buffer endangers shareholder payouts
CCAR-based stress capital buffer would hit healthiest banks harder than weaker rivals
Goldman, Wells Fargo grew hard-to-value assets in 2018
In contrast, the other six US G-Sibs slashed $4.4 billion of Level 3 assets on aggregate
Escalating global threats make for harsher BoE stress test
World GDP assumed to contract 2.6% in 2019 scenario
Model woes swell ABN Amro RWAs
Trim and model reviews add €5 billion in risk-weighted assets
Luxembourg is latest EU state to hike countercyclical buffer
In total, EU states hiked CCyB rates 13 times last year, up from six in 2017