Risk-weighted assets (RWAs)
Op risk jumps $7 billion at Aussie banks
Year to year, op RWAs have swelled $24 billion
Market risk drops €5 billion at big EU banks, reversing trend
Banco Santander posts largest reduction of group, with market RWAs falling €2.2 billion
French banks loaded with Italian risk
Six French dealers hold €47 billion of sovereign exposures
Goldman, Wells cut operational risk
The two firms reduce op RWAs by combined $15 billion in third quarter
Stronger loans buttress ANZ profits, suppress RWAs
Gross impaired assets fall A$400 million year to year
StanChart slashes $6.6 billion of RWAs
Two-thirds of reduction achieved through RWA efficiencies
BNP Paribas bolsters capital ratio on First Hawaiian sale
CET1 capital increases €516 million in third quarter
HSBC nets $5 billion capital saving as PRA slims add-on
Pillar 2A requirement drops following PRA review
European credit model outputs vary wildly
Risk densities range widely and out-of-sync with average probabilities of default
Corporate loan RWAs doubled by standardised approach
RWA densities for corporate loans under standardised approach stand at 94%, for A-IRB just 43%
Morgan Stanley RWAs drop as loans fall and VAR dips
Standardised RWAs fall 4% to $370 billion
Wells Fargo cuts $24 billion of RWAs
Optimisation efforts preserve capital ratio despite $14.5 billion of cash returns to shareholders
Standardised market RWAs on the rise at EU banks
Standardised approach-generated RWAs increase €4.7 billion across 12 banks
UK banks build up risk in Q2
Total RWAs were up £57 billion, from £2.89 trillion to £2.94 trillion
Modelled market risk falls for UK banks as standardised risk rises
Barclays had the lowest percentage of market RWAs calculated under IMA, at 49.6%, and Lloyds Banking Group the highest, at 86.1%
JP Morgan cuts op risk RWAs by $12.5 billion
Operational RWAs down to $387.6 billion from $400 billion in the second quarter
Swiss banks’ market risk drops by $12 billion
Lower risk levels drive quarter to quarter fall
The price of trust: tackling the risks of ring-fencing
Learning the wrong lesson from Lehman? Ring-fencing hikes risk of bank failure, says Credit Suisse’s Wilson Ervin – he proposes an alternative
US banks curb market risk
G-Sibs cut $31 billion of market RWAs in three months to June
CVA capital at top UK banks falls £260m in H1
HSBC led the way with a 38% reduction, followed by RBS with a fall of 35%
Scotiabank acquisitions come with risks attached
The bank’s RWAs jumped 9.4% in the third quarter
'Big Four' Aussie banks grow credit risk
Firms have grown modelled RWAs by 31% and cut standardised RWAs by 56% in five years
Counterparty risk builds at Bank of America, JP Morgan
Higher portion of RWAs attributable to more risky derivatives and repo counterparties