Data
ECB model review continues to eat at ABN Amro’s capital
Trim effects add €1.3 billion of RWAs in Q1
At systemic US banks, HQLA falls $35bn in Q1
LCRs drop at JP Morgan, Citi and BofA Securities
Royal Commission refunds weigh on Aussie banks
A$1.7 billion of remediation costs taken by Big Four in H1
Allianz’s solvency ratio dips 11 points
Share buyback, market moves, regulatory tweaks all take their toll on capital
Aussie banks crush IRRBB capital charges
‘Big Four’ cut IRRBB RWAs by A$23 billion year-on-year
Trading units of Swiss banks move in opposite directions
Over three years, Credit Suisse has cut RWAs allocated to trading 17%; UBS has increased them 46%
UniCredit plans Italian bond retreat
The bank's BTP portfolio is currently larger than those of Intesa Sanpaolo, Banco BPM and Mediobanca combined
As legal losses recede, Morgan Stanley's op risk falls
Bank cuts op RWAs 7% in the first quarter
Natixis's VAR returns to earth after sale of autocallables
Average value-at-risk falls 35% from Q4 2018 high
UK systemic risk buffer capital cost over £7bn
The Bank of England set the buffer amounts on May 1
Reserve release fluffs UniCredit's Q1 income
Settlement of sanctions violation boosts profits, CET1 ratio
Most Basel members have yet to adopt TLAC
Many countries also behind on implementing SA-CCR, NSFR, securitisation framework
Commerzbank’s leverage ratio sinks as balance sheet bloats
Total leverage exposure hits €527 billion
JP Morgan hoovers up $1.5bn of client margin in Q1
Total required client margin held by bank increases 13% quarter-on-quarter
Citi’s credit risk measures diverge
Standardised RWAs rise; modelled RWAs fall in Q1 2019
EU levies weigh on Intesa Sanpaolo
Single Resolution Fund contributions hit €199 million in Q1
Top UK banks' CVA charges up 10% in Q1
Barclays' and Standard Chartered's requirements increase over 20% each
Easing of euro OTC trade terms anticipated – ECB
Financial strength of counterparties and competitive pressures could cause easing
SocGen makes great strides to 12% capital target
Risk-weighted asset movements improve CET1 ratio by 23bp alone
At HSBC, LCR deteriorates as HQLA drops $32bn
Total HQLA stood at $535.4 billion, a 6% reduction quarter-on-quarter
OTC derivatives amounts sank in H2 2018
Fair values down 6% over second half of 2018, 72% from peak
ING offloads stake in Indian bank, bringing capital relief
Market RWAs drop €2 billion following asset sale
Securitisation setback causes credit risk build-up at BNPP
Total RWAs increase 3% on quarter-on-quarter
Deutsche Bank's asset cull to lower systemic risk buffer
G-Sib surcharge could drop to 1.5%; leverage ratio to 3.75%