Capital requirements
French banks’ leverage ratios rally on EU court win
Improvements of 10 to 30 basis points follow change to leverage measure
Switch to standard model boosts BNP Paribas’ op risk
Operational RWAs grow €6 billion in the second quarter
BBVA gets forex model update from ECB
Foreign exchange risk added €366 million in capital requirements in 2017
ECB mulls response to French leverage ratio exemption
Supervisor could rewrite justification annulled by EU General Court, or appeal the ruling
Leverage ratio redux: the fallout from French bank court win
EU countries could seek to benefit from exclusion of state-backed deposits from leverage ratio
Barclays, Credit Suisse stress test estimates stray from Fed’s
The two banks miss the mark on stressed capital ratio by 290bp and 460bp, respectively
EU banks get different MREL levels and deadlines
Average bail-in requirement is 28% of RWAs
Tired of overshooting, BNY Mellon revamps stress test model
Capital distributions crimped by conservative CCAR estimates
SEB purchase saps Danske Bank’s capital ratio
Despite hike in minimum required capital, Danske has ample buffer
CCAR ‘apocalypse’ leads to excess bank capital, says lobbyist
Head of new trade body says Fed should average capital requirements over multiple scenarios
Shut the window: EU Parliament tackles leverage loophole
EU banks may have to calculate leverage ratios daily, potentially hitting their repo market share
BAML drops below Collins floor
BAML becomes the sixth big US bank to report higher standardised RWAs than modelled RWAs
Citi and Wells Fargo wary of stress capital buffer
Recent CCAR tests point to higher CET1 requirements
Q&A: French regulator defends bank rules for prop traders
ACPR official wants to set asset threshold for full CRR application below current €30 billion
FRTB: trade bodies reveal threat to risk factor modellability
Swaptions, sovereign CDS and long-dated swaps at risk of being NMRFs
Generali boosts capital with sale of German unit
Offloading Generali Leben will bolster group's SCR by 2.6%; Generali Deutschland's by 43%
US banks cut available-for-sale portfolios
Securities classifications have shifted materially since AOCI filters were removed in 2014
Amber zone in new P&L test ‘almost useless’, say banks
Analysis shows many desks would not benefit from safe harbour in Basel FRTB proposals
New frontiers
Innovative investment opportunities are helping to mitigate risk and satisfy Solvency II capital requirements as insurers face continued economic uncertainty. Frederic Morlaye, managing director, insurance and capital management solutions, Global Markets…
Foreign banks outperform US peers on CCAR
IHCs report 11.1% average post-stress capital ratio