Loans
EU banks cut toxic loans, but pace of improvement slowing
Cypriot and Greek banks improve NPL ratios the most in nine months to end-June
In hunt for profitability, EU banks turn to risky assets
Exposures to high-risk items across EU banking sector hit €97.2 billion
Credit portfolio manager of the year: NatWest Bank
Risk Awards 2020: Big deals and big ideas have helped transform stress-test laggard to leader
JP Morgan revs up securitisation engine
Exposures receiving securitisation capital treatment increase by $13.7 billion year-on-year
PRA drops ‘timely’ payouts in credit risk insurance
Plan for expeditious timeframe set aside to delight of banks worried about retaining capital breaks
Chafing under capital rules, JP Morgan sells home loans
Standardised risk weights for residential mortgages far exceed modelled equivalents
Loan appetite pushes credit risk higher at Goldman Sachs
Standardised credit RWAs for loans up 19% since end-2017
Impairment charge up 58% at BBVA
Write-offs and higher provisions take big bite out of bank’s income
Credit model update holds down loss provisions at Deutsche
German lender saved €167 million through model refinements
At large US banks, credit loss reserves up 12% in Q3
JP Morgan took $1.5 billion of provisions in the third quarter alone
The greening of Natixis’s balance sheet
Green weighting factor will be used to adjust the credit RWAs of loans
Goldman adds $17bn of deposits in Q3
Consumer platform Marcus doubles deposits year-on-year
Capital cut for synthetic securitisations splits regulators
European rulemakers wary of diverging from Basel standards
Credit loss provisions at US G-Sibs 14% lower in Q2
PCLs total $4.8 billion at end-June
Libor transition and implementation – Covering all bases
Sponsored Q&A
Bank of China pioneers SOFR lending in Asia
In absence of term rate, lender uses daily compounded backward-looking rate
Regional corporate derivatives house of the year: DBS Bank
Asia Risk Awards 2019
Patchy grasp of Libor reform worries Asia lenders
Widespread lack of understanding could hinder renegotiation of loan terms
Among Canadian banks, credit provisions leap highest at BMO
Aggregate provisions for credit losses up 0.7% quarter-on-quarter at “Big Five”
Evaluating the impact of Libor fallback
The planned discontinuation of Libor and other interbank offer rates (Ibors) in 2022 will affect a large number of existing financial contracts based on these benchmarks. According to some estimates, Libor-based contracts – such as interest rate swaps,…
Global cross-border lending accelerates
Lending growth to offshore centres surges to 5.3%
US Bancorp slashes bad assets 5% in Q2
Total amount of toxic assets stood at $953 million at end-June
Mortgages, auto loans find a home in new EU securitisations
Esma listed 23 public STS securitisations as of July 1
Citi loan-loss provisions build to $2.1bn
Credit reserve ramp up pushes PLLs higher