Risk-weighted assets (RWAs)
‘Regulatory headwinds’ add €13bn to UniCredit’s RWAs
Frontloading of credit risk model guidelines saps CET1 ratio by 40bp
JP Morgan model updates shave $6.8bn off market RWAs in Q2
Year-on-year, model updates take net $21.1 billion off its RWA total
Saudi bank merger lowers RBS’s credit RWAs
Standardised credit RWAs fall 23% quarter-on-quarter
Model update pushes ING’s op RWAs up 17%
Changes to AMA model behind €6.2 billion uplift
Market risk amps Nomura’s RWAs
CET1 ratio falls 30bp to 16.8% on the quarter
Regulatory changes swell RWAs at BBVA
Targeted review of internal models saps 13 basis points from CET1 capital in Q2
As revamp begins, Deutsche’s RWAs for CVA fall
Credit valuation adjustment RWAs down 30% year-on-year
Model refinements slim UBS market risk RWAs
The bank’s market RWAs fell to $10.9 billion at end-June
Morgan Stanley’s RWAs skip higher as lending grows
Loans in the institutional securities and wealth management units rose 3% and 4% quarter-on-quarter
Nordea’s CVA charge drops 34%
CVA requirements are at their lowest level since Q3 2018
UK bank RWAs inch up on credit and counterparty risk
Total RWAs stable year-on-year
Restructured Deutsche would be slimmest eurozone G-Sib
As of Q4 2018, the German bank was the third-largest systemic lender by leverage exposure
CVA exemption in Basel III could save EU banks more than €18bn
Tweaks to op risk framework might reduce capital shortfall by €12.3 billion
Basel’s unlikely victim: venture capital
Changes to credit risk framework could block alternative path for EU banks to finance SMEs
Eurozone G-Sibs’ op RWAs fall €8.1bn in Q1
Deutsche Bank led the charge with €6.4bn reduction
Corporate loan exposures weigh on EU banks
Risk density across EU G-Sibs stood at 93% for corporate loan exposures
RWA density at JP Morgan drops to six-year low
Bank’s asset portfolio has become less risk-heavy under standardised approach since 2013
Banco Santander’s CVA charge drops 20% in Q1
Three EU G-Sibs cut capital requirements, three increase them
How capital rules overwhelmed bank strategy
Regulators shouldn’t run a bank – but Basel III and stress tests have put them in the cockpit
Default fund costs dominate US G-Sibs’ cleared swaps charges
Default fund contributions accounted for 62% of the eight banks’ RWAs
Fresh scrutiny for Europe’s SME capital carve-out
FSB’s Knot urges conformity with global standards
Model changes, asset growth boost Canada bank RWAs
TD Bank brings credit card portfolio under A-IRB
Banco Santander hit hard by IFRS 16
Average capital depletion across seven G-Sibs was 11bp
Over four years, US non-cleared swaps books get riskier
Risk density of non-cleared trades has increased under standardised approach