Retail banking
Nordea’s credit RWAs surge €19bn as ECB approves new retail models
Revised risk-weightings for mortgages drive sharp rise in credit risk
Goldman’s sale of Marcus drives record PCL release
Partial disposal of retail arm costs bank $470 million, but nets first release into income since Q2 2021
Safety first: UK set to keep ring-fencing but may ease rules
There is also pressure to make changes to tackle banks’ overexposure to retail debt due to the rules
At Lloyds, more loans miss repayments as they exit moratoria
Majority of delinquent loans are mortgages
Beyond the contract: client behavior from origination to default as the new set of the loss given default risk drivers
In this paper, we expand the modeling process by constructing a set of client-behavior-based predictors that can be used to construct more precise models, and we investigate the economic justifications empirically to examine their potential usage.
Bleak macro view pushes Lloyds’ ECL over £5bn
Anticipated loan losses for commercial loans up 39% on end-2019
Seamless integration – Drivers of and barriers to cloud adoption
Siarhei Niaborski, executive vice-president of risk at CompatibL, discusses the rate of cloud adoption in the capital markets industry and its possible drivers and barriers, how firms can derive maximum value from cloud usage and the criteria on which…
French banks cry foul over EBA’s 2020 stress-test plan
Assumptions about the cost of household sight deposits are “not plausible”, critics say
Q&A: ‘Stop talking about rules’ – Basel’s Coen
Standard-setter’s top staffer is moving on. He wants industry to do the same
Default cascades and systemic risk on different interbank network topologies
This paper examines the relationship between the topology of interbank networks and their ability to propagate localized, idiosyncratic shocks across the banking sector via banks’ interbank claims on one another.
Consumer loan surge quintuples Goldman’s loan-loss reserves
Retail loan portfolio doubles year-on-year to $5 billion
TD Bank expands credit risk model
Retail A-IRB assets grow 12% quarter to quarter
Asia moves: CBA overhauls leadership team, HK regulator reappoints directors, and more
Latest job changes across the industry
Retail banking performance improves Groupe BPCE cost of risk
Retail banking network cost of risk falls 22bp to 15bp
Q&A: TSB's risk chief on op risk, incentives and transparency
Neeta Atkar highlights clear communication and focus on customer service over sales
Haste makes waste in conduct risk spending
Efforts to prevent conduct failures may be misdirected
Liquidity & Funding Risk 2013: Modelling endangers LCR, panellists warn
New liquidity ratio could be undermined if EBA allows banks to estimate their own exposures
Retail account switching carries business risk, expert warns
Complying with new account-switching rules not enough without consideration of business risk
Metro Bank appoints chief risk officer
Aileen Gillan replaces Mike Hudson as CRO
Optimising retail deposit pricing
Optimising retail deposit pricing
Banks suspend dual-currency deposits in Japan
Returns on dual-currency and structured deposits will not be covered by state insurance scheme, Japanese FSA decides