Capital adequacy
Covid measures burnished NatWest’s capital ratios in Q3
UK bank’s CET1 ratio benefited 100bp from IFRS 9 relief alone
Lloyds lightens 2020 ECL forecast, but projects a gloomier 2021
UK banks expects full-year loan-loss amounts to come hit lower end of £4.5 billion–5.5 billion range
BoJ stress tests pressure top banks’ buffers
Capital ratios of internationally-active dealers projected to fall to 7.6% in worst-case scenario
Systemic US banks’ RWAs edge lower in Q3
Bank of America reaps benefit of op risk cut
EBA’s software treatment offers banks meagre capital benefits
Three-year prudential amortisation approach more generous than initial two-year proposal
Wells Fargo eyes escape from Collins floor
Advanced and standardised RWAs are just 1% apart
By crushing RWAs, Goldman sends its capital ratio soaring in Q3
Risk-weighted assets fall 5% in three months
Factoring in Covid turmoil amped Bank of America's VAR in Q3
Value-at-risk averaged $109 million over three months to end-September
JP Morgan braces for 4% G-Sib surcharge
Fifty-basis point increase to capital ratio looms
Souring loans piled up at EU banks in Q2
Share of loans that have declined in creditworthiness made up 8.2% of lenders’ totals
EU banks’ capital gauges show mixed recovery from Covid hit
Tier 1 leverage ratios fall for second quarter in a row
Fed’s second round of stress tests to push banks’ limits
Worst-case scenario sees unemployment peak at 12.5%
JP Morgan shook up market risk stress tests in Q2
Bank switched stressed VAR historical periods 60 times
Swiss banks plumped liquidity buffers in Q2
Credit Suisse’s HQLA increases 26% quarter-on-quarter
Systemic eurozone banks expand cleared portfolios
BNP Paribas is an outlier, having ratcheted up bilateral trading since 2013
RBC’s VAR doubled in pursuit of trading windfall
Stressed VAR also surged as the bank switched stress periods
BMO, Scotia crush CVA charges
CVA capital requirement fell 48% at BMO last quarter
Systemic indicators surged at European banks in 2019
Total exposures increased 3% year on year
Systemic US banks’ leverage exposures shrank $1.4tn in Q2
On-balance sheet exposures fall on Fed relief
Market, interest rate risks surged at Commonwealth Bank in H1
Market RWAs jumped 129% over the first half
Internal stress tests of EU banks not up to scratch – ECB
Only one in 10 banks’ internal tests are tougher than supervisor-run programmes
Axa’s solvency ratio continues fall in Q2
French insurer’s core ratio has dropped 18 percentage points year-to-date
Systemic eurozone bank provisions hit €11bn in Q2
ING sees loan-loss charge double in Q2
Market risks push Allianz’s Solvency II ratio lower in Q2
Whipsawing markets help take three percentage points of the firm’s core solvency ratio