Articles by Alessandro Aimone
BNPP, Credit Suisse, State Street incur VAR breaches
BNP Paribas capital multiplier increases on seventh breach in nine months
Deutsche largest derivatives bank in 2017
German dealer accounted for 8% of total notionals across 75 largest banks
RBS, Nordea escape G-Sib cuffs, BPCE joins the club
The once-largest bank in the world is no longer considered a systemic threat
Derivatives exposures at US G-Sibs on the wane
Bank of America cuts $15 billion in third quarter, the most of the big eight firms
LCRs show US banks run more risk than European peers
The gap between the two averages has widened over the past three quarters to 250bp from 212bp
UK and EU bank leverage ratios edge lower
Average European G-Sib ratio down 27bp year to date
EU G-Sibs cut $14 billion in op risk
Banco Santander posted the largest decline – at 7% – with op RWAs falling to $70 billion
UniCredit retreats from capital target as bond run bites
Italian bank swallows 39bp capital hit in third quarter; 9bp through BTP moves
ABN Amro’s impairment charges drop €28 million
Impairment charges were down 21% to €106 million over the three months to end-September
Santander loan-loss reserves eat into profits
Group-wide provisions pushed higher by the bank's US unit, which saw loan-loss reserves leap 44% to €649m over the quarter
Capital sharing caps hit over half of EU stress test banks
Capital conservation measure saves 25 banks €52 billion over stress-test period
Intesa Sanpaolo continues battle against bad loans
The ratio of NPLs to total exposures dropped to 4.5% at end-September
Danske money laundering scandal leads to capital add-ons
The add-ons pushed Danske’s management to revise its target CET1 capital ratio higher
Credit Suisse drains HQLA as business migration risk ebbs
Total HQLA fell Sfr13.5 billion to Sfr188 billion in Q3
StanChart slashes $6.6 billion of RWAs
Two-thirds of reduction achieved through RWA efficiencies
Rate rises, structural reforms transforming swaps market – BIS
Interest rate derivatives notionals up 13% in first half of 2018, but values collapse 12%
BBVA cuts €2 billion of toxic assets
The bank’s NPL ratio fell to 4.1% at end-September
Basel Committee names and shames regulatory laggards
Mexico, China, and US yet to implement key rule changes
Cross-border loans to the US dip in Q2
Coss-border borrowings expressed as a percentage of the region’s GDP fell from 15.3% to 14.3%
US ‘transfer restrictions’ take a bite out of UBS’s LCR
Overseas subsidiaries are holding more HQLA to meet local liquidity requirements
Model changes threaten 30% rise in Nordea's RWAs
Imposition of new risk weight floors will harm bank's capital ratio
Deutsche sweats accounting switch, model probe
CET1 ratio could fall 40bp following ECB-led internal model assessment
Top 10 CCPs plump liquidity buffers by $20 billion
Increase driven by higher secured deposits at commercial banks and expansion of credit lines
Global bank equity dips $230 billion in Q2
UK banks post the largest dollar declines