Capital requirements
Morgan Stanley joins Goldman below old 5% SLR threshold
Four US G-Sibs reach record-low ratios as leverage requirements ease
BoE’s crisis lending plan hits buffers
Scepticism greets regulator’s proposal to increase releasable leverage capital buffers
BoE leverage overhaul could free up $9bn for UK banks
NatWest and Lloyds stand to benefit the most, while HSBC and StanChart face modest increases
BoE’s leverage ratio rejig to hit HSBC and StanChart
Proposed changes aim to rebalance scales in favour of domestic lending
Small UK lenders set to escape leverage ratio ratchet
BoE’s planned economic indexation of tougher prudential thresholds could ease capital planning
Risk density and capital requirements inversely related – FSI
Report says jurisdictions could be choosing between higher capital requirements or model restrictions
US Basel III will provide reprieve for clearing, but no release
Worst excesses of original endgame proposal avoided, but increased capacity still seen as unlikely
US banks cluster at stronger DFAST capital lows
Weakest projected capital ratio rises 390bp since 2018
Floored: Basel III rethink upsets IRB dominance
Introduction of output floor means internal ratings’ popularity takes a hit, but isn’t quite out for the count
UK undercuts EU on stablecoin capital requirements
FCA relaxation from 2% to 1% could spark “race to the bottom” on capital
Banks welcome UK IMA eligibility test delay, but some want more
Risk Live: PRA extends monitoring for ‘Spearman’ test, while US regulators drop correlation metric
DFAST 2026: SCB freeze denies 16 banks capital relief
Lower DFAST depletion would have cut buffers for many, but First Citizens avoids higher SCB
Basel’s CVA upgrade: persuasive in the US, less so in Europe
Ban on credit risk models could encourage US banks to adopt more sophisticated CVA method
Six banks fall short of full DFAST buffers
DB USA and HSBC North America post largest all-in CET1 shortfalls, while new entrant First Citizens also misses
US regulators cut FRTB’s IMA capital hit by 59%, Isda finds
Trade body pushes for further changes to cross-product netting, default risk charge
US FRTB glitch could spit out negative capital charges
Effort to recognise risk diversification between IMA and standardised approach went too far
Don’t mind the gap risk: regulatory treatment of credit repacks
Gap risk in repackaging is not a credit valuation adjustment for Basel III capital purposes, argues senior quant Andrey Chirikhin
Double, but no trouble? CVA capital hit may lack clout
Industry opinion mixed around Basel III endgame derivatives charge
Erba myth: will US banks choose new capital measure?
B3E gives US banks a dilemma – adopt expanded risk-based approach, or a new standardised alternative
Fed to move tailored-capital goalposts soon, says Bowman
Banks hope agencies will index triggers for harsher capital rules to economic growth
G-Sib capital surcharge: how indexing and averaging alter incentives
Capital risk strategist anticipates Basel III endgame impact on US big-bank behaviour