Data
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
VAR surges, revenues tank at French banks hurt by volatility
Revenues decline €1.2 billion at big four banks' trading arms
End of an era: Credit Suisse dissolves resolution unit
The Swiss bank’s SRU reduced its total leverage exposure in 2018 to $30 billion – below the bank’s end-year target of $40 billion
Traders soured on Vix futures in 2018
Open interest in Vix futures ended year 44% down from January peak
Model woes swell ABN Amro RWAs
Trim and model reviews add €5 billion in risk-weighted assets
Groupe BPCE fortifies TLAC buffer
French bank posts TLAC ratio of 22.5%, up from 20.08% in 2017
Luxembourg is latest EU state to hike countercyclical buffer
In total, EU states hiked CCyB rates 13 times last year, up from six in 2017
Buoyant US economy, harsher CCAR for regionals
Strong correlation between US GDP variable and CET1 burn at mid-size domestic banks
Equity risk amps up Citi’s VAR charges
Requirements connected to equity positions jumped 49% quarter-on-quarter
CaixaBank awash with liquidity in 2018
Spanish lender's LCR rose 11 percentage points in the 12 months to December 2018
Hedging gains boost MetLife earnings
US insurer posts $939 million in net derivatives gains in the fourth quarter
Dinged by RWAs, SocGen capital ratio misses target
Bank accelerates asset sales plan to reach 2020 CET1 goal
Prudential Financial adds $1bn to liquidity pool
Insurer increases highly liquid assets by 25% in 2018
Commonwealth Bank blitzes IRRBB charges
Shake-up of banking book saves A$10.5 billion in RWAs
Now under aegis of ECB, Nordea RWAs spike 29%
Imposition of Swedish mortgage floor adds €10.6 billion of risk-weighted assets alone
ING trims op risk charge by 11% in 2018
Bank benefits from AMA model upgrades
BNP Paribas’ VAR soars 17% after brutal Q4
Equity revenues fall 70% on year-ago quarter
On hedging, BP and Shell set different timelines
Shell has much larger share of derivatives classified as current than BP
Fed stress tests tougher in 2019
Severely adverse scenario projects US economy to shrink 9.4%
Intesa Sanpaolo slashed bad loans 26% last year
NPL ratio plummets to 4.2% from 6.2% in 2017