Non-performing loan (NPL)
JP Morgan reports further losses on Steinhoff loans
Hike in net charge-offs related to sale of bad loans to South African firm
EC official: focus on bad loans will drive bank consolidation
Supervisory and market pressure to tackle NPLs will force some banks out of market
UniCredit sheds €10.5 billion in toxic loans
Net write-downs on all loans fell to €496 million in the quarter, down from €835 million in December, an improvement of 40%, as a result of improved asset quality
Santander reaps capital benefit with close of toxic asset sale
The bank aims to have CET1 above 11% by end-2018
Banking union: big bang or damp squib?
Eurozone needs package of interrelated measures to prevent project going backwards
EBA highlights ‘cliff-edge Brexit’, cyber and NPL challenges
High NPL levels and low profits also challenge European banking sector, EBA report says
Addressing the eurozone’s ‘lemons’ problem for NPLs
State-aided securitisation of riskiest tranches could prompt purchases of loans, write ECB staffers
No safety net: EU urged to accelerate bail-in buffers
Without MREL or TLAC, governments are at mercy of private buyers for failed banks
Public interest loophole casts doubt on EU banking union
Bondholders face fresh uncertainty about European use of bail-in, critics warn
A model combination approach to developing robust models for credit risk stress testing: an application to a stressed economy
This paper uses a model combination approach to develop robust macrofinancial models for credit risk stress testing.
Multiple NPL models better than single models, research finds
Combinations of models produce better NPL estimates in study of Greek crisis
ECB's bank watchdog warned on NPL clean-up drive
SSM may need clearer enforcement process to boost bad loan provisioning, says regulator
Europe arrogant to reject capital increase, says lawmaker
Parliamentarian hits back at European Commissioner's criticism of Basel model floors
NPLs to blame for lending drag, say regulators
Banks that have already increased capital are lending most, says EBA's Enria
Investcorp: more institutions managing own hedge portfolios
But “cutting out the middleman” leaves room for co-investing
Marathon: expand hedge fund role in Europe's capital markets
Hedge funds to follow US model by taking on bank risks
Stress tests prompt NPL rethink
Banks expected to sell NPLs to improve stress-test resilience
EBA: Common credit risk definitions vital
European regulators have overhauled bank reporting standards to ensure comparability, with new Finrep and Corep templates to be rolled out from this month. The latest step has been to agree common definitions for forborne and non-performing exposures…
Asia Risk Congress 2011: ‘Strong baseline supervision’ a domestic priority, says CBRC head
Chinese banking watchdog director-general Luo Ping says China should continue with its conservative regulatory approach, which insulated it against the worst effects of the global financial crisis
Bank of Korea wrong-foots market with rate hold; questions raised on anti-inflation stance and bank NPLs
The Bank of Korea held interest rates yesterday in a surprise move which caught fixed-income traders who had factored in a 25-basis point rise by surprise. The move questions Korea’s efforts to tackle inflation and raises concerns that the central bank…
Bank of Spain denies Spanish banks are delaying losses by acquiring NPAs
The Bank of Spain defends Spanish banks' hands-on risk management of non-performing assets related to the property sector.
Finding the perfect fit
With the implementation of Basel II firmly on the agenda for Japan's banks, Shunsuke Shirakawa of the Financial Services Agency talks about how the Japanese regulator will approach the challenges posed by the new Accord.