Data
US LCR cash inflows dominated by secured loans
Median US systemically important bank counts secured loans as 73% of total cash inflows
New risk data signals lower EU G-Sib scores
Aggregate 20% drop in Level 3 assets and 7% decrease in intra-financial system liabilities reported in 2017
Top European banks shed $32 billion in op risk
5% average drop across 16 European banks reported quarter to quarter
Cashflow turbulence up at Citi, JP Morgan
Maturity mismatch add-ons have grown since June 2017
Societe Generale defers €1.35 billion of trade profits
French dealer holds back far more than rival dealers
Margin 'big bang' to catch tenfold more UK firms, FCA estimates
Risk Quantum analysis suggests around 50 firms will be captured by margin rules in total
Fed stress tests: foreign banks lag US on capital estimates
On average, IHCs missed the Fed’s estimates of the amount their CET1 ratios would fall in the 2018 test cycle by 213bp, compared with 109bp by US lenders
Commonwealth Bank hikes loan reserves on accounting switch
Provisions rise 38% on July implementation of AASB 9
Munich Re adjusts sovereign portfolio
Reinsurer clips US, UK, Italy holdings
ABN Amro sustains assault on market risk
The bank's market RWAs dropped 24% quarter to quarter, to €1.7 billion, following a 41% reduction in the first quarter
Swaps end-users struggle for clearing access – survey
Thirty of 44 derivatives end-users cite difficulties finding and maintaining access to CCPs
Bond run hits UniCredit capital buffer, trading income
Bank rides rollercoaster of BTP price plunge
Dealers and FCMs split on clearing incentives
72% of client clearing firms say leverage ratio a clearing disincentive
Commerzbank VAR jumps on Italian turmoil
Sovereign bond yield spike hits public finance portfolio
OCC swells liquidity after reinforcing clearing fund
Further changes expected following September clearing fund revamp
Capital add-ons rising for UK banks
Median Pillar 2A requirement across six biggest lenders hits 2.3%
Switch to internal model helps HSBC cut counterparty risk by 18%
HSBC cut counterparty credit risk-weighted assets by 18% – $10.4 billion – in the second quarter
Axa's solvency ratio soars on US IPO, debt issue
Solvency II SCR ratio up to 233%
French banks’ leverage ratios rally on EU court win
Improvements of 10 to 30 basis points follow change to leverage measure
RBS puts RMBS woes behind it, draining capital
DoJ settlement incurs 50bp CET1 ratio charge
SG eyes capital savings from business exits
Sales of Eastern European and Spanish units to furnish CET1 buffer
Mortgage add-on elevates ING credit risk
Credit RWAs up 4.2% on loan growth and Belgian regulator-set multiplier
Prudential grows long-term care reserves, draining profits
Annual actuarial updates take net $160 million away from adjusted operating income
IFRS 9 eases impairment charges, softening Barclays' profit drop
Total credit impairment charge stood at £571 million, a 46% decline year-on-year