Abdool Fawzee Bhollah
Abdool is a former London-based reporter for Risk Quantum.
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Articles by Abdool Fawzee Bhollah
Over four years, US G-Sibs slash securitisation charges
Banks also have more exposures capitalised using sophisticated calculation approaches than in years prior
At US G-Sibs, swap exposures to corporates climb $43bn in Q3
BofA Securities’ exposures to hedge funds plummets following spike in Q1
Morgan Stanley’s LCR suffers in Q3 on rise in cash outflows
Projected secured wholesale funding outflows surge $10.3 billion
Securities lending down over 10% among US insurers in 2018
Firms stepped away from securities lending transactions and repo markets last year
JP Morgan revs up securitisation engine
Exposures receiving securitisation capital treatment increase by $13.7 billion year-on-year
Trading non-cleared derivatives tougher in Q3 – ECB
Twelve percent of respondents said trading conditions worsened for interest rate products
Generali’s solvency ratio continues to slide
Rate cuts, bond movements hike SCR and bite into own funds
MetLife investment yields squeezed by rate cuts, repo turmoil
Investment spread at retirement and income solutions unit down to 1.02%
ING confident of capital target despite headwinds
Countercyclical capital charges push minimum capital requirement higher
Model scrutiny depletes Santander’s capital ratio
Targeted review of internal models takes 28bp off CET1 ratio year-to-date
Eurozone G-Sibs’ modelled risk weights well below average
Six of eight systemic lenders have modelled risk weights lower than the G-Sib and European mean
Lending to shadow banks accelerates – BIS
Annualised growth rate of loans to non-bank financial institutions hits 13%
CECL could force Capital One’s loss reserves up 40%
Loss allowances could jump to almost $10 billion on January 1, 2020
MMF repo volumes fell 8% in September
FICC remained largest single counterparty for US Treasury repo
Basel III risk-weight changes to tax European banks most
Risk-weighting of IRB exposures to increase 2.8% overall
Some eurozone banks have thin leverage capital buffers
Tier 1 capital surpluses above regulatory minimums range between 31% and 123%
Post-crisis rules roil US cross-currency basis – IMF
EU leverage ratio causes basis spikes at quarter-ends
Following Fed changes, Morgan Stanley’s leverage bind to loosen
Bank chief cannot see capital requirements going up when stress capital buffer and new SLR come into effect
US Bancorp could trim liquidity buffer by $15bn
Relaxation of liquidity coverage ratio for mid-sized banks would reduce HQLA requirement
Basel members speed up implementation of banking reforms
Most rules now adopted by more than half of member jurisdictions
Citi approaches capital target
CET1 capital has dropped 1.8% on the quarter following post-CCAR distributions