Capital buffer
Retained earnings power capital growth at top eurozone banks
Retained earnings increased €29.7 billion as part of CET1 at sixteen large eurozone banks in two years to end-2018
Time for a (proper) G-Sib speeding ticket
Fed’s systemic risk assessment has become box-ticking exercise, and US banks are getting away with it
At US G-Sibs, capital buffers have thinned since 2016
Median G-Sib buffer stands at 3.1% and minimum requirement 9.5%
TD Bank closes on TLAC target
Lender sold four bail-in bonds last quarter, boosting its TLAC ratio to 18.9%
Bail-in bond sales catapult BMO towards TLAC target
Bank’s TLAC ratio hits 19.4% following debt issuances
Six US banks grow systemic footprints
BAML and Citi climb into higher G-Sib surcharge buckets
US G-Sibs’ TLAC buffers vary
Morgan Stanley and Goldman Sachs have eligible TLAC equal to 50.8% and 44.7% of RWAs, respectively
Morgan Stanley’s RWAs skip higher as lending grows
Loans in the institutional securities and wealth management units rose 3% and 4% quarter-on-quarter
Capital issue boosts BofA’s AT1 capital by 11%
The bank issued two slugs of perpetual preferred stocks in Q2 2019
Fixing the roof while the sun – wait, is that rain?
The Fed is split on whether to apply a countercyclical buffer. But so is everyone else
Double jeopardy: CCAR and the countercyclical buffer
Some US regulators want to hike capital while times are good; banks say Fed’s stress test already does
A tech-driven transformation
A panel of experts explores how greater collaboration between risk and finance teams can garner significant benefits and add value, how technological innovation is making the regulatory landscape more complicated to navigate and produce transformative…
CCAR: JP Morgan, Capital One adjust planned capital actions
Two banks see stressed capital ratios fall below regulatory minimums at first attempt
Czech National Bank raises countercyclical buffer to 2%
Increase takes effect from July 2020
Deutsche slashes links to other financial firms
Intra-financial system assets and liabilities fall 22% and 29%, respectively
Deutsche’s stress-testing models are surprisingly accurate
DB USA's projections precisely matched the Fed’s estimates for the second year in a row
US banks improve stress test projections
Gap between internal projections and the Fed's model outputs shrinks to 118 basis points
US mid-sized banks pile into intra-financial system assets
Non-G-Sibs over $100 billion in size hold 85% more of other banks’ assets than in 2014
Giant EU banks grow asset share over four years
Share of assets held by five largest banks in the median EU member state hits 65%
Germany plans countercyclical buffer hike
Iceland, Bulgaria and France have also increased add-ons year-to-date
Systemic risk scores surge at six US G-Sibs
JP Morgan and Goldman Sachs bump up against higher-risk surcharge thresholds
SocGen makes great strides to 12% capital target
Risk-weighted asset movements improve CET1 ratio by 23bp alone
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