Risk-weighted assets (RWAs)
New capital floor saves CIBC C$244 million
Switch to Basel II-based floor adds 16 basis points to bank's CET1 ratio
Five US banks below Collins floor
Morgan Stanley, JP Morgan, Citigroup, State Street and Wells Fargo had higher standardised RWAs than modelled RWAs
EU Council aims to limit bail-in debt rules
Leaked BRRD text reveals all Greek and Portuguese banks could escape subordinated debt regime
Crédit Agricole de-risking saps earnings
Corporate and investment banking RWAs fall 11%; net income falls €103 million
European banks face forex volatility on bail-in ratios
Use of funding in foreign currencies creates new risk, especially in non-eurozone countries
Share of op risk RWAs at US banks falls
Drops at Citi, Goldman, Morgan Stanley suggest op risk capital may have peaked
Finma’s op risk ruling could set precedent, banks hope
Credit Suisse granted capital relief for divested business; others hope for clemency ahead of SMA
JP Morgan counterparty credit risk grows
Risk-weighted assets consumed by least-risky counterparties decline from 57% to 36% in two years
Commonwealth Bank hit by A$1bn op risk add-on
Capital charge applied for poor management of operational, compliance and conduct risks
Westpac's capital charge rises as securitisation rule bites
Securitisation RWAs jump from A$1.4 billion under new standard
NAB model change boosts mortgage RWAs
Residential mortgage RWAs leap A$10.6 billion
BBVA gets capital relief through synthetic securitisation
Second deal with European Investment Bank frees up balance sheet for lending
RBS model change loads on credit RWAs
RBS's total RWAs increase for the first time since 2015
Legal woes drain Barclays' capital
A $2 billion fine from the US Department of Justice contributed to a 60bp CET1 capital ratio decline
Credit Suisse sheds $11bn in op risk RWAs
Regulator allowed Swiss bank to cut op risk exposure from defunct business
Santander reaps capital benefit with close of toxic asset sale
The bank aims to have CET1 above 11% by end-2018
IFRS 9 charge fails to dent UBS capital
The accounting charge was more that offset by increased earnings, with total CET1 capital increasing by Sfr 0.5 billion
UBS warns of 6% increase in credit RWAs in 2018
The bank's credit RWAs continue upward trend
Modelled RWAs fall at BNY Mellon
Gap between RWAs calculated under the two approaches shrinks
BAML approaches Collins floor
The gap between RWAs calculated under the two approaches continues to shrink
Citi's core capital ratio drops 70 basis points
Capital returns and tax reform impacts behind decline
Top UK banks slash CVA capital charges by £680 million
Hedging, market movements, and cuts to exposures behind reductions