Capital buffer
RBS, Nordea escape G-Sib cuffs, BPCE joins the club
The once-largest bank in the world is no longer considered a systemic threat
Capital sharing caps hit over half of EU stress test banks
Capital conservation measure saves 25 banks €52 billion over stress-test period
Danske money laundering scandal leads to capital add-ons
The add-ons pushed Danske’s management to revise its target CET1 capital ratio higher
HSBC nets $5 billion capital saving as PRA slims add-on
Pillar 2A requirement drops following PRA review
Deutsche sweats accounting switch, model probe
CET1 ratio could fall 40bp following ECB-led internal model assessment
Denmark, Sweden hike countercyclical buffers
Swedish banks now subject to highest add-ons among European Union lenders
Big European and US banks cut $280bn of complex assets
G-Sib methodologies incentivise shift to simpler assets
US big banks shrink systemic footprints in Q2
JP Morgan moves down into 3.5% capital surcharge bucket under Fed G-Sib methodology
Top four EU banks have shed €1.5 trillion in assets since 2013
Barclays, HSBC, BNP Paribas, and Deutsche Bank slim the most in five years
Fed stress tests: foreign banks lag US on capital estimates
On average, IHCs missed the Fed’s estimates of the amount their CET1 ratios would fall in the 2018 test cycle by 213bp, compared with 109bp by US lenders
Banks call for revamped G-Sib surcharge
Fears surcharge will raise post-stress capital requirements under proposed new buffer
Short-term funding weighs heavily in systemic risk scores
Indicator accounts for 30% of Fed's average aggregate systemic risk scores for eight US G-Sibs
Barclays, Credit Suisse stress test estimates stray from Fed’s
The two banks miss the mark on stressed capital ratio by 290bp and 460bp, respectively
US banks more cramped by stress tests than global peers
Five out of six US dealers adjust capital based on stress scenarios
SEB purchase saps Danske Bank’s capital ratio
Despite hike in minimum required capital, Danske has ample buffer
Citi and Wells Fargo wary of stress capital buffer
Recent CCAR tests point to higher CET1 requirements
US banks cut available-for-sale portfolios
Securities classifications have shifted materially since AOCI filters were removed in 2014
Deutsche Bank fails CCAR; Goldman and Morgan Stanley scrape by
DB USA hit with qualitative fail, while Goldman and Morgan Stanley face dividend and buyback freeze
Stress test results show Fed toughening up
Median post-stress ratio of 7.9% the lowest pass mark to date
New US buffer triggers fresh focus on CCAR transparency
Banks fear capital volatility and may also push for changes to US G-Sib surcharge
Crédit Agricole and Groupe BPCE hardest hit by countercyclical buffer
Minimum capital requirement will rise around 20 basis points at BPCE; 16 at Crédit Agricole
French countercyclical buffer lowest in EU
0.25% surcharge the lowest of nine CCyBs across member states
The special one: a eurozone G-Sib waiver for BNP Paribas
Experts say French bank’s G-Sib buffer could fall to 1%, saving €3 billion in regulatory capital
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