Tier 1 capital
Over four years, US G-Sib AT1 capital soars
AT1 capital has increased 57% since 2014, CET1 capital up 2%, Tier 2 capital –16%
Citi’s SLR falls to four-year low
Leverage exposure rises $1.9 billion in fourth quarter
UK and EU bank leverage ratios edge lower
Average European G-Sib ratio down 27bp year to date
Danske money laundering scandal leads to capital add-ons
The add-ons pushed Danske’s management to revise its target CET1 capital ratio higher
EU banks short €14.6 billion of Basel III capital
Total capital ratios would fall to 14.5% from 18.5% if reform package were implemented today
Bank of America grows derivatives, bucking G-Sib trend
Total derivatives exposures jumped 4.2% quarter-to-quarter to $299.4 billion
Capital structures vary across EU banks
Median lender's capital stack is 75% CET1, 10% AT1, and 15% Tier 2
French banks’ leverage ratios rally on EU court win
Improvements of 10 to 30 basis points follow change to leverage measure
SG eyes capital savings from business exits
Sales of Eastern European and Spanish units to furnish CET1 buffer
Banks still face risk of Fed disapproval on exposure limits
Rules loosened on affiliated counterparties, but supervisor can reject banks’ findings
Deutsche Bank cuts leverage exposure by 6%
Repo exposures absorb brunt of reductions
Leverage ratio redux: the fallout from French bank court win
EU countries could seek to benefit from exclusion of state-backed deposits from leverage ratio
US banks more cramped by stress tests than global peers
Five out of six US dealers adjust capital based on stress scenarios
Basel III ratios bolster bank resilience – BIS
Analysis shows regulatory minimums protect banks from distress
Fed credit limits likely to hit investment banks, custodians hardest
State Street, BNY Mellon, Morgan Stanley, Goldman Sachs have low credit limits; high bank exposures
Citi continues cutting derivatives exposure
Total is down 16% from 2016, limiting impact of US leverage ratio
European banks face forex volatility on bail-in ratios
Use of funding in foreign currencies creates new risk, especially in non-eurozone countries
Going local: Brexit prompts rethink on MREL governing law
One EU regulator has already asked banks to avoid reliance on English law for bail-in
Danske Bank targets lower capital ratio
Danish lender bought 6.8 million of its own shares for DKK 1.6 billion
Deloitte valuation boosts legal hopes of Popular bondholders
Experts point to quick and unreliable valuation, and lack of independence on liquidity assessment
Trump tax reform sours US banks’ CCAR outlook
Tax changes hit bank capital ratios; Goldman, AmEx could fail Fed’s annual tests
Basel set to hammer Japanese megabank capital ratios
Sharp increase in risk weights for unrated corporates could lead to 30% jump in RWAs
Fed paper reignites debate on bank capital ratios
US industry association criticises official analysis suggesting optimal Basel ratios of up to 26%
Banks seek capital relief for ECL reserves
Capital rules fail to recognise risk-reducing effect of loss reserves, lenders say