Capital requirements
LBBW breaches leverage floor in EBA stress test
Adverse scenario would erode €229bn in CET1 capital across 64 banks
EU banks face €500bn RWAs surge from full output floor
Risk charges to rise 8% on average under fully phased-in rules by 2033
Basel III overhaul doubles Nomura’s credit risk
Surge reflects asset migration and new equity treatment
UBS RWAs rise $19bn amid FX swings
Weaker US dollar against Swiss franc pushes total RWAs past $500bn
Deutsche Bank projects €118bn RWA hit from output floor
Mitigation efforts expected to reduce charges significantly, bank says
Will the UK’s FRTB time warp turn into a horror show?
UK regulator’s proposed transition year in 2027 could double banks’ implementation work
European Commission already preparing next FRTB move
As EC runs out powers to delay rules again, proposal for temporary capital relief is on the agenda
Bank of England floats ‘quasi-IMA’ in FRTB standardised method
Dealers welcome new route to capitalising residual risk, but it could fragment global ruleset
PNC’s Demchak – SLR reform all about hedge fund capacity
Chief executive says proposals mainly designed to allow hedge funds to buy growing US Treasuries stockpile
Fed hears renewed calls for tuneup of G-Sib surcharge
Failure to revisit 2015 methodology has led to inflated systemic risk scores, experts say
Barr slams weakening of bank supervisory tests
Fed governor warns deregulation during boom times ushers in crises
Standard Chartered launches spot crypto market-making
Bitcoin and ethereum to trade off the bank’s FX desk, but questions remain on capital treatment
Morgan Stanley, Goldman to benefit most from TLAC and LTD reform
Fed’s eSLR overhaul slashes requirements for large US banks, ushering in lighter capital demands
Japan regulator calls on laggards to keep Basel promise
After EU and UK delays – and amid fears of US divergence – Japan is keeping a close eye on its peers, says Shigeru Ariizumi
JPM, Wells Fargo would net record AOCI windfalls in severe recession
Latest DFAST projects $58bn AOCI rebound on aggregate, with two banks driving over 60% of the recovery
FICC’s Klimpel on ironing out the kinks in UST clearing
Focus shifts to margin efficiency and capital treatment of cleared trades
Seven banks fall short of full capital buffers in DFAST 2025
DB USA posts largest gap, with four G-Sibs also dipping below their full requirements
Bank of England urged to rethink HHI concentration risk add-on
Experts think overhaul of credit risk measure should be part of PRA’s ongoing Pillar 2 review
EBA mulls rule changes to speed up model approval process
Risk Live: Reducing compliance burden of credit risk model updates can aid banks and supervisors
US Basel III delay to 2026 seen as almost inevitable
Reprioritisation and leadership changes cast doubts on timing of new proposals
The IMA map: charting market risk capital under Basel 2.5
The current market risk framework refuses to be superseded. Risk.net dissects banks’ disclosures to explore how trading book capital requirements have evolved
CCAR at a turning point, but which way is forward?
Banks sniff an opportunity to push the Fed for more openness over stress test models – and seize capital benefits
Australia Big Four face A$37bn capital revamp
Apra phase-out of AT1 instruments will force banks to restructure hybrid capital by 2032
Fed agrees to unveil stress-test models in transparency U-turn
US regulator commits to September 30 deadline for new measures