Risk-weighted assets (RWAs)
Low risk assets pile up at systemic US banks
Sub-100% risk-weighted assets increased by $157.9 billion
Goldman hits the Collins floor
Changes to loss-given-default models caused advanced approaches credit RWAs to plummet
De-risking efforts yet to boost profits at Lloyds
Commercial banking entity saw RWAs fall -11% in 2019
Crédit Agricole leads French banks on return on RWAs
BNP Paribas only bank to improve RoRWA year-on-year
HSBC to reallocate $100bn of RWAs in shake-up
Global banking and markets division to take brunt of cuts
EU banks rue SA-CCR mismatch with US
European clearers are stuck with CEM until 2021, but some US banks are reluctant to switch early
Tax windfall at Crédit Agricole to fund capital shake-up
Relief for Emporiki sale bolstered CET1 capital ratio +40bp
RBS takes axe to NatWest Markets
Bank plans to slim trading operation to 10% of total RWAs
Op RWAs tumble €3bn at Commerzbank in Q4
Op risk capital requirement the lowest for at least nine years
Credit Suisse may slip leverage capital bind
Swiss bank has risk density of 32%
Barclays to shrink capital buffer
Bank targets excess capital over regulatory minimum of 100 basis points by year-end
PRA’s Woods: ending capital deductions for IT is ‘dubious’
Regulator signals potential divergence between UK and EU capital rules after Brexit transition
SA-CCR barely dents Commonwealth Bank’s capital ratio
Twelve basis point hit to CET1 capital ratio exceeds 7bp estimate
Grand designs? Time to rein in the Pillar 2 project
Pillar 2 capital add-ons are becoming increasingly elaborate
Lower risk-weights for real estate free up Nordea’s capital
ECB cut risk-weights for Swedish and Norwegian commercial real estate to 50% at year-end
Model review adds €13bn to ING’s RWAs
Trim effects projected to raise CET1 requirement by at least €600m
SocGen squeezes investment bank in RWA purge
Global banking division sees RWAs fall –17% in 2019
BNPP faces €67bn RWA hike under Basel III
Executives say ongoing capital generation and Pillar 2 changes will help keep CET1 ratio stable
Some EU banks can’t explain lowball credit model outputs
Negative unjustified deviations in capital requirements most widespread for corporate portfolios
Deutsche shrinks ‘bad bank’ 30% in 2019
Efforts to crush operational RWAs bore fruit last year
Defying headwinds, Santander posts record capital gains
CET1 ratio hits 11.65% at end-2019
Worth the cost? EU rethinks Mifid disclosure rules
Banks would gladly be rid of cost disclosures, but some clients want them improved, not scrapped
At UBS, asset cull drives down RWAs
Final quarter of 2019 saw risk-weighted assets fall $5.4 billion
Stress buffer will not upend Citi’s capital plans
CET1 capital at lowest level since Q3 2013