Data
Sberbank's switch to IRB approach lifts capital ratio
Despite the RWA increase, the bank's CET1 capital ratio rose 20 basis points, to 11.6%
Op RWAs surge at Wells Fargo, dwindle at other G-Sibs
Higher capital charges a knock-on effect of a slew of misconduct scandals
Berkshire Hathaway dinged $300m by equity index options
Derivatives have netted conglomerate $2.2 billion in gains since 2004
Choppy markets, buying spree cause 28% VAR surge at BMO
The bank's VAR spiked for all asset classes bar commodities on the prior quarter
Overseas push amps Scotiabank credit risk
Loan-loss provisions for the international unit made up 69% of the bank's total in 2018
Structured product holdings fall at big US dealers
Morgan Stanley's portfolio more than halves in 2018 to $401 million
Legal fines dent StanChart profits
The bank put aside $900 million last year to cover penalties related to a series of investigations
Over four years, US G-Sib AT1 capital soars
AT1 capital has increased 57% since 2014, CET1 capital up 2%, Tier 2 capital –16%
Ring-fencing law swells Lloyds’ swap book
Recognition of intra-group trades boosts leverage exposure measure and CCP charges
Junk loan, souring economy push up RBC loan-loss reserves
Provisions for credit losses hit C$514 million in Q1 2019
UK banks build liquidity buffers ahead of Brexit
Four high street lenders boost HQLA by 11% in 2018
US banks’ trading edge slips in 2018
G-Sibs lost on almost half of all trading days last year
UK banks' ECL scenarios vary
Projected economic outcomes most widely dispersed at Barclays
At US G-Sibs, 11 VAR breaches in 2018
The final quarter of 2018 saw a record number of VAR breaches at the biggest US banks
Model expansion cuts Barclays' counterparty risk by 24%
Total CCR risk-weighted assets shrink on modelled exposure measurement approach approval
JP Morgan's repo book bulged at year end
US bank added $101 billion of repo assets in three months to end-December
Debt-issuance spree helps Lloyds hurdle MREL target
Total funds and eligible liabilities rose to £66.8 billion at the end of last year, up 23% from 2017
Cleared swaps grow 10 times faster than bilateral at HSBC
Total derivatives notionals up 25% year-on-year
EU Pillar 2 charges vary by country
Nordea leads large EU banks' with Pillar 2 requirement of 3.2% in 2018
Morgan Stanley derivatives exposures grow
Bank reports first increase in derivatives exposures since Q2 2017
Goldman suffers first VAR breach since 2016
Goldman reported 45 days in the calendar quarter where it suffered a trading loss
Model updates buttress Allianz's solvency ratio
Solvency II requirement less sensitive to rates, credit volatility than 2017
VAR model under scrutiny as RBS’s breaches spike
Excessive backtesting exceptions lead to increase in capital multiplier
Rabobank shuns wholesale funding
Dutch lender has reduced wholesale liabilities by 29% since 2014