Data
Switch to standard model boosts BNP Paribas’ op risk
Operational RWAs grow €6 billion in the second quarter
Lloyds hikes PPI provisions to £550 million
Since 2011 the UK bank has put aside over £19 billion to resolve PPI claims
Generali weathers Italian bond turbulence
Solvency II SCR ratio dips to a still lofty 201% in the first half
Tri-party repo switch prompts Credit Suisse liquidity boost
Swiss bank LCR surges to 226%
StanChart culls debt, switches model, and market RWAs drop
Structured product RWAs now calculated using internal model, saving $1.1 billion
Credit Suisse scraps legacy businesses at even faster tempo
The firm’s strategic resolution unit shed $6.2 billion of leverage exposure in the three months to June
US foreign bank rules sap UBS liquidity buffer
HQLA fell Sfr2 billion in the second quarter, down 17% since US IHC formed
EU banks toughen terms for OTC trades – ECB
Credit conditions for SFT and OTC derivatives tightened over past three months
Bail-in bond issuance set to climb this year – EBA
Regulatory uncertainty fading as constraint on MREL placements
In ongoing drive, Shell slashes debt by almost $8 billion
Gearing ratio down 220 basis points year to year
BBVA gets forex model update from ECB
Foreign exchange risk added €366 million in capital requirements in 2017
VM switch shrinks Nomura's balance sheet
Revised treatment of variation margin reduces exposures by ¥247 billion
Nomura’s capital ratio edges lower as RWAs skip higher
Legal wrangle with US Federal Housing Finance Agency swells risk-weighted assets
Santander shakes off toxic loans
NPL ratio 145bp lower than at time of Banco Popular takeover
Dread of cyber attack and data theft grows at EU banks – survey
More than 60% of respondents predict a rise in op risk
Deutsche Bank cuts leverage exposure by 6%
Repo exposures absorb brunt of reductions
VAR cut helps shrink UBS market RWAs
Average management VAR falls Sfr10 billion
Short-term funding weighs heavily in systemic risk scores
Indicator accounts for 30% of Fed's average aggregate systemic risk scores for eight US G-Sibs
UBS far exceeds 2018 credit and counterparty risk estimate
Sfr2.4 billion growth attributed to model changes alone
New accounting clips EU bank capital
IFRS 9 capital impact largest on Irish and Bulgarian dealers, EBA health check shows
Barclays, Credit Suisse stress test estimates stray from Fed’s
The two banks miss the mark on stressed capital ratio by 290bp and 460bp, respectively
US banks more cramped by stress tests than global peers
Five out of six US dealers adjust capital based on stress scenarios
EU banks get different MREL levels and deadlines
Average bail-in requirement is 28% of RWAs