Capital requirements
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Seven banks would incur 200bp-plus hit to capital if long-standing waivers were repealed, says EBA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
UBS liquidity coverage ratio shrinks after regulatory change
The rule change led to higher net cash outflows at the bank, which jumped 5.5% to Sfr135 billion in March
US will implement FRTB, insists Fed official
Isda AGM: “I don’t know why people doubt” US adoption, says Lynch
RBS model change loads on credit RWAs
RBS's total RWAs increase for the first time since 2015
Op risk capital: why US should adopt SMA today
No reason to delay roll-out of standardised approach, says TCH’s Greg Baer
Legal woes drain Barclays' capital
A $2 billion fine from the US Department of Justice contributed to a 60bp CET1 capital ratio decline
Basel’s Coen warns on FRTB complexity
Isda AGM: Regulators may consider “simpler and more robust” approaches when finalising rules this year
CCAR compels CET1 build-up at Capital One
The bank is targeting a CET1 capital ratio of 11% in 2018