Data
As legal losses recede, Morgan Stanley's op risk falls
Bank cuts op RWAs 7% in the first quarter
Natixis's VAR returns to earth after sale of autocallables
Average value-at-risk falls 35% from Q4 2018 high
UK systemic risk buffer capital cost over £7bn
The Bank of England set the buffer amounts on May 1
Reserve release fluffs UniCredit's Q1 income
Settlement of sanctions violation boosts profits, CET1 ratio
Most Basel members have yet to adopt TLAC
Many countries also behind on implementing SA-CCR, NSFR, securitisation framework
Commerzbank’s leverage ratio sinks as balance sheet bloats
Total leverage exposure hits €527 billion
JP Morgan hoovers up $1.5bn of client margin in Q1
Total required client margin held by bank increases 13% quarter-on-quarter
Citi’s credit risk measures diverge
Standardised RWAs rise; modelled RWAs fall in Q1 2019
EU levies weigh on Intesa Sanpaolo
Single Resolution Fund contributions hit €199 million in Q1
Top UK banks' CVA charges up 10% in Q1
Barclays' and Standard Chartered's requirements increase over 20% each
Easing of euro OTC trade terms anticipated – ECB
Financial strength of counterparties and competitive pressures could cause easing
SocGen makes great strides to 12% capital target
Risk-weighted asset movements improve CET1 ratio by 23bp alone
At HSBC, LCR deteriorates as HQLA drops $32bn
Total HQLA stood at $535.4 billion, a 6% reduction quarter-on-quarter
OTC derivatives amounts sank in H2 2018
Fair values down 6% over second half of 2018, 72% from peak
ING offloads stake in Indian bank, bringing capital relief
Market RWAs drop €2 billion following asset sale
Securitisation setback causes credit risk build-up at BNPP
Total RWAs increase 3% on quarter-on-quarter
Deutsche Bank's asset cull to lower systemic risk buffer
G-Sib surcharge could drop to 1.5%; leverage ratio to 3.75%
Nordic, UK banks have highest countercyclical buffers
Nordea, Lloyds and RBS had the largest add-ons of banks surveyed
HSBC's systemic risk indicator amounts grow
UK lender is just 20bp short of 2.5% capital surcharge bucket
IFRS 16 takes bite out of Danske’s capital ratio
RWAs rise Dkr6.2 billion on accounting switch
StanChart's CVA charge triples year-on-year
Capital requirement hits $112 million at end-March
Credit losses in US, Turkey ding BBVA’s profits
Impairments jump €142 million in the US and €51 million in Turkey year-on-year
Santander's pivot to LatAm hikes trading risk
Interest rate risk in Brazil pushes average VAR higher
US branches of foreign banks shed $91 billion of reserves in 2018
Drop-off coincides with Fed’s ‘normalisation’ strategy