Capital requirements
PRA’s Woods: ending capital deductions for IT is ‘dubious’
Regulator signals potential divergence between UK and EU capital rules after Brexit transition
Lower risk-weights for real estate free up Nordea’s capital
ECB cut risk-weights for Swedish and Norwegian commercial real estate to 50% at year-end
UniCredit to liberate capital on Pillar 2 change
Bank targets 50% payout ratio
Model review adds €13bn to ING’s RWAs
Trim effects projected to raise CET1 requirement by at least €600m
BNPP faces €67bn RWA hike under Basel III
Executives say ongoing capital generation and Pillar 2 changes will help keep CET1 ratio stable
At UBS, asset cull drives down RWAs
Final quarter of 2019 saw risk-weighted assets fall $5.4 billion
Stress buffer will not upend Citi’s capital plans
CET1 capital at lowest level since Q3 2013
OCC member default fund contributions up $1bn in Q3
Peak initial margin call was $9.9 billion in Q3
HSBC leads EU banks on VAR measures
In aggregate, IMA risk exposures focused on traded debt
Loosening ties, pt 2: how US G-Sibs cut intra-system liabilities
Citi and Goldman expelled huge amounts of deposits in Q4 2017
Outsourced model validation: is it viable?
Consortium promises cost savings in outsourcing model validation, but some say pooling doesn’t float
How US G-Sibs shrink down at year-end
Derivatives exposure reductions make up bulk of year-end savings
Four UK banks improve resilience to stress tests compared with 2018
Aggregate CET1 capital ratio headroom over hurdle rate improves by 50 basis points
EU life insurers’ solvency ratios decay in first half
Aggregate SCR ratio for life undertakings down 9%, Q2 2018–Q2 2019
Solvency II relief measures lift EU insurer capital ratios by a third
UK firms benefit most from long-term guarantee and transitional benefits
UK banks could withstand leveraged loan crisis
Losses projected to hit overall CET1 capital ratios by 40 basis points
G-Sibs in US grow leverage exposures faster than EU rivals
HSBC saw exposures fall 2.81% in Q3
EU supervisors set capital add-ons for 21 insurers in 2018
One Norwegian insurer had an add-on contributing 80% to their SCR
Big Canadian banks face C$1bn capital hike on securitisation changes
RBC faces C$551 million uplift alone
EU banks eye savings following Pillar 2 update
ECB estimates CET1 relief of 90 basis points
Five eurozone G-Sibs cut op RWAs in Q3
Deutsche Bank cut €5.7 billion quarter on quarter
IFRS 9 transitional measures saved EU banks €22bn
Four Greek banks claim €1.2 billion of capital relief on average
Santander’s CVA charge up 15% in Q3
Other eurozone G-Sibs see their CVA requirements fall
The backlash against green weightings
Banks get a lot of flak for not doing enough to mitigate climate risks