Capital adequacy
French countercyclical buffer lowest in EU
0.25% surcharge the lowest of nine CCyBs across member states
Global banking sector equity surged in 2017
Surplus of assets over liabilities increased 17% in the year – BIS data
Citi’s CRO on the importance of risk sensitivity
Brad Hu talks modelling, CECL and setting risk culture
US CVA charges over seven times higher than EU
Huge disparity appears to result from EU exemption for corporate trades
Citi CRO: stress tests now vital part of bank strategy
Bank has leveraged CCAR to build culture of constant internal stress testing, says Brad Hu
Basel floor change boosts Canadian bank capital ratios
CET1 ratios improve between five and 120 basis points quarter-on-quarter at 'Big Five'
Banks should quantify loan-loss model risk – academic
Models such as those used for IFRS 9, CECL or CCAR are prone to errors, and should be accounted for
Higher profits bolster EU bank capital ratios
Discrepancies persist between countries worst and least hit by eurozone crisis
New capital floor saves CIBC C$244 million
Switch to Basel II-based floor adds 16 basis points to bank's CET1 ratio
Goldman, JP Morgan get riskier in Q1
Each bank could face an extra 50 basis points of capital add-on without remedial action
EC official: focus on bad loans will drive bank consolidation
Supervisory and market pressure to tackle NPLs will force some banks out of market
Model ban adds A$375m to Australian securitisation capital
One bank - Westpac - sees 40% jump in size of charge
US bank VAR-based charges surge in volatile first quarter
Average quarter-on-quarter increase of 23% for VAR-based capital across 11 large dealers
ING market risk charge edges higher
Dutch bank adds €0.8 billion of market RWAs
JP Morgan counterparty credit risk grows
Risk-weighted assets consumed by least-risky counterparties decline from 57% to 36% in two years
EU banks’ CVA capital to triple if exemptions axed
Seven banks would incur 200bp-plus hit to capital if long-standing waivers were repealed, says EBA
EU’s evolving CCP resolution rules get mixed reviews
Isda AGM: Parliament tackles big issues in recovery and resolution text, but 'doesn’t go far enough'
Danske Bank targets lower capital ratio
Danish lender bought 6.8 million of its own shares for DKK 1.6 billion
Santander reaps capital benefit with close of toxic asset sale
The bank aims to have CET1 above 11% by end-2018
Uneven Basel rule adoption threatens regulatory arbitrage
Committee names and shames regulatory laggards
Modelled RWAs fall at BNY Mellon
Gap between RWAs calculated under the two approaches shrinks
CCAR threatens BNY Mellon dividend payout
Fed's test "noticeably more stringent" - BNY Mellon's Santomassimo
US Bancorp unfazed by Fed’s new capital buffer
Lender targets dividend payout ratio of 40%
Fed’s new capital buffer refocuses on risk
Low-risk activities and larger management buffers likely to become more attractive