Capital ratio
Large banks set for capital boost through Fed’s AOCI opt-out
Unrealised losses on certain assets will not longer filter in CET1 capital for non-systemic lenders
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
Banco Santander hit hard by IFRS 16
Average capital depletion across seven G-Sibs was 11bp
Morgan Stanley’s CVA charge swells 19% in Q1
Credit valuation adjustment capital charges have decreased at most G-Sibs year-on-year
Citi’s credit risk measures diverge
Standardised RWAs rise; modelled RWAs fall in Q1 2019
SocGen makes great strides to 12% capital target
Risk-weighted asset movements improve CET1 ratio by 23bp alone
IFRS 16 takes bite out of Danske’s capital ratio
RWAs rise Dkr6.2 billion on accounting switch
Lower credit risk shrinks UK banks’ RWAs
Figures from the Bank of England show total RWAs for the UK banking sector amounted to £2.83 trillion at end-December
UK banks triple AT1 capital in four years
Total outstanding amounts of AT1 stood at £42 billion at end-2018
Sberbank's switch to IRB approach lifts capital ratio
Despite the RWA increase, the bank's CET1 capital ratio rose 20 basis points, to 11.6%
Over four years, US G-Sib AT1 capital soars
AT1 capital has increased 57% since 2014, CET1 capital up 2%, Tier 2 capital –16%
Dinged by RWAs, SocGen capital ratio misses target
Bank accelerates asset sales plan to reach 2020 CET1 goal
Deutsche’s market RWAs surge €8bn on volatility spike
Elevated VAR levels and a temporary increase in the incremental risk charge, drove the market RWA increase
Even after hefty loss, Nomura capital ratio remains aloft
CET1 ratio jumps to 17.8% despite ¥76 billion loss
Goldman edges closer to Collins floor
Six of the eight US G-Sibs are currently below the Collins floor
Shareholder giveaways deplete US G-Sib capital
Aggregate CET1 ratio robust at 12.1%
EU bank capital ratios creep up in Q3
Average transitional ratio increases to 14.7%
IFRS 9 hits standardised banks harder than IRB peers
Capital wallop over eight times greater for SA banks than IRB
Fall in market risk prods UK bank RWAs lower
Total RWAs amounted to £2.9 trillion at end-September
UniCredit retreats from capital target as bond run bites
Italian bank swallows 39bp capital hit in third quarter; 9bp through BTP moves
Accounting change dents Aussie bank earnings
Four largest Australian lenders lose about $2bn in earnings on the switch to new accounting standard AASB 9
Big EU banks lost €22bn capital on IFRS 9 switch
Italian banks saw the largest capital depletion, losing €9 billion (8.9%) of CET1 capital on the transition
Danske money laundering scandal leads to capital add-ons
The add-ons pushed Danske’s management to revise its target CET1 capital ratio higher