HSBC
Modelled market risk falls for UK banks as standardised risk rises
Barclays had the lowest percentage of market RWAs calculated under IMA, at 49.6%, and Lloyds Banking Group the highest, at 86.1%
Trade finance under new stress as commodity markets realign
Higher tariffs, sanctions and Brexit are leading to a reassessment of trade finance arrangements
Asia Risk Awards 2018: The winners
High achievers in the fields of risk management and derivatives across Asia
Asia Risk Corporate & Institutional Rankings 2018: The winners
Standard Chartered and HSBC top the tables
BNP Paribas grows SFT assets 36%
French bank has overtaken Barclays to become the largest European SFT dealer
ETF provider of the year: HSBC
Asia Risk Awards 2018
House of the year, Malaysia: HSBC
Asia Risk Awards 2018
People moves: BAML makes changes in derivatives clearing, Mattatia joins MSCI, RBS hires new CRO, and more
Latest job changes across the industry
EU bank leverage increases in H1
Average leverage ratios degrade 19 basis points in six months to June
UK leverage ratios stray from EU measures
Bank of England changes exempt central bank claims from UK measure, causing discrepancies with CRR version
A call to arms – How machine intelligence can help banks beat financial crime
The revolution in artificial intelligence promises new leads in banks’ fight against dirty money. Alexander Campbell of Risk.net hosted a live online forum, in association with NICE Actimize, to investigate the applications of this emergent technology
CVA capital at top UK banks falls £260m in H1
HSBC led the way with a 38% reduction, followed by RBS with a fall of 35%
Banks discreetly seek personnel to mine alt data riches
Citi, Credit Suisse, HSBC and Morgan Stanley are hiring data scientists for a plethora of new initiatives
UK Treasury never analysed impact of risk weights for EU debt
Risk weight move seen as political threat to EU sovereign issuance to force Brexit equivalence deal
'No-deal' Brexit would add risk weights to EU government bonds
HSBC has most sovereign exposures that could attract higher capital charges among big UK banks
How machine intelligence can help banks beat financial crime
Faced with massive financial crime challenges, many banks have responded by scaling up their functions. However, these investigations take way too much time and require unending growth in person-power
European banks blitz non-modelled credit risks
Across 14 G-Sibs, IRB assets fell 10% over three years, while standardised assets dropped 20%
Capital structures vary across EU banks
Median lender's capital stack is 75% CET1, 10% AT1, and 15% Tier 2
Mifid II, RFQs and the future of Europe’s G-Sibs
The week on Risk.net, August 11-17, 2018
Top four EU banks have shed €1.5 trillion in assets since 2013
Barclays, HSBC, BNP Paribas, and Deutsche Bank slim the most in five years
Top European banks shed $32 billion in op risk
5% average drop across 16 European banks reported quarter to quarter
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
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
People moves: Barclays names ‘digital’ leaders for markets, JP Morgan promotes Fernandes, and more
Latest job changes across the industry