Capital ratio
Citi’s CRO on the importance of risk sensitivity
Brad Hu talks modelling, CECL and setting risk culture
Higher profits bolster EU bank capital ratios
Discrepancies persist between countries worst and least hit by eurozone crisis
Royal Bank of Canada RWAs return to growth
Loan growth contributes to C$22 billion increase
TD Bank freed from Osfi capital floor
As a result, the bank’s CET1 jumped to 11.8% from 10.6% in the previous quarter
Five US banks below Collins floor
Morgan Stanley, JP Morgan, Citigroup, State Street and Wells Fargo had higher standardised RWAs than modelled RWAs
Italian banks hardest hit by IFRS 9 transition
Risk Quantum analysis of 36 banks from 11 European Union countries found that capital declined on average by 34bp between December 31, 2017, and March 31, 2018
French banks add €1.4 billion to Single Resolution Fund
Contributions to the SRF jump 25% on average
European banks face forex volatility on bail-in ratios
Use of funding in foreign currencies creates new risk, especially in non-eurozone countries
ING market risk charge edges higher
Dutch bank adds €0.8 billion of market RWAs
Danske Bank targets lower capital ratio
Danish lender bought 6.8 million of its own shares for DKK 1.6 billion
Legal woes drain Barclays' capital
A $2 billion fine from the US Department of Justice contributed to a 60bp CET1 capital ratio decline
Nordea de-risking improves loan-loss ratio
Provisions down €73 million year-on-year
Credit Suisse sheds $11bn in op risk RWAs
Regulator allowed Swiss bank to cut op risk exposure from defunct business
CCAR compels CET1 build-up at Capital One
The bank is targeting a CET1 capital ratio of 11% in 2018
Santander reaps capital benefit with close of toxic asset sale
The bank aims to have CET1 above 11% by end-2018
IFRS 9 charge fails to dent UBS capital
The accounting charge was more that offset by increased earnings, with total CET1 capital increasing by Sfr 0.5 billion
UBS warns of 6% increase in credit RWAs in 2018
The bank's credit RWAs continue upward trend
Modelled RWAs fall at BNY Mellon
Gap between RWAs calculated under the two approaches shrinks
EU shelves limits on structural FX hedge exemptions
Basel rethink on FRTB capital ratio hedging prompts fresh questions over EU implementation
FRTB threatens dynamic forex hedging of capital ratios
Industry says recent Basel proposals are unclear and retain burden of pre-approval for hedges
Goldman shakes off tax reform capital effects
Stronger regulatory ratios support capital distributions
BAML approaches Collins floor
The gap between RWAs calculated under the two approaches continues to shrink
Citi's core capital ratio drops 70 basis points
Capital returns and tax reform impacts behind decline