Capital requirements
US CVA charges over seven times higher than EU
Huge disparity appears to result from EU exemption for corporate trades
Basel floor change boosts Canadian bank capital ratios
CET1 ratios improve between five and 120 basis points quarter-on-quarter at 'Big Five'
Op risk standard will hike capital by 11% – latest data
Rises in capital under SMA will vary depending on regulator treatment, writes op risk expert
Funding in the dark: EU banks wait on bail-in bond rules
Issuance strategies clouded by uncertainty over MREL subordination and pre-positioning
EBA and ECB hit out at capital hurdles to banking union
Top regulators frustrated by push to ring-fence capital and liquidity in EU subsidiaries of EU banks
New capital floor saves CIBC C$244 million
Switch to Basel II-based floor adds 16 basis points to bank's CET1 ratio
Goldman, JP Morgan get riskier in Q1
Each bank could face an extra 50 basis points of capital add-on without remedial action
Five US banks below Collins floor
Morgan Stanley, JP Morgan, Citigroup, State Street and Wells Fargo had higher standardised RWAs than modelled RWAs
Citi continues cutting derivatives exposure
Total is down 16% from 2016, limiting impact of US leverage ratio
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
US bank VAR-based charges surge in volatile first quarter
Average quarter-on-quarter increase of 23% for VAR-based capital across 11 large dealers
Bank of America and BNY Mellon suffer VAR breaches
Trading losses exceeded estimates on a single day at each dealer in the first quarter
Zurich builds up capital buffers
Insurer edges toward over-capitalisation on its own measures
ING market risk charge edges higher
Dutch bank adds €0.8 billion of market RWAs
JP Morgan counterparty credit risk grows
Risk-weighted assets consumed by least-risky counterparties decline from 57% to 36% in two years
Commonwealth Bank hit by A$1bn op risk add-on
Capital charge applied for poor management of operational, compliance and conduct risks
Westpac's capital charge rises as securitisation rule bites
Securitisation RWAs jump from A$1.4 billion under new standard
Barclays and HSBC impairment provisions soar
Barclays’ provisions increase 54%; HSBC’s by 29%
On the offensive – Seeking a new edge, buy-side invests in portfolio and risk analytics
A fast-moving, headstrong hedge fund – hit by rare losses after a black swan event touched on an overweight country exposure – ponders adding fresh quantitative expertise. Much to traders’ chagrin, the chief investment officer and chief operating officer…
EU banks’ CVA capital to triple if exemptions axed
Seven banks would incur 200bp-plus hit to capital if long-standing waivers were repealed, says EBA
StanChart hopes reg spending has peaked as costs drop 5%
Bank reports a $63 million quarter-on-quarter drop
HSBC reclassifies debt to bolster Tier 2 capital
Review of securities to add 40bp to bank's total capital ratio
NAB model change boosts mortgage RWAs
Residential mortgage RWAs leap A$10.6 billion
Credit Suisse bolsters liquidity buffers
LCR reinforced in response to choppy markets