Articles by Alessandro Aimone
Reserve release fluffs UniCredit's Q1 income
Settlement of sanctions violation boosts profits, CET1 ratio
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
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
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%
HSBC's systemic risk indicator amounts grow
UK lender is just 20bp short of 2.5% capital surcharge bucket
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
Leverage ratio target slips further out of Deutsche’s reach
Exposures balloon after three quarters of decline
Deutsche predicts lower G-Sib charge
German lender expects to fall into 1.5% surcharge bucket by 2022
LCR surges at UBS as HQLA billows higher
Ratio of liquid assets to stressed cash outflows hits 154%
Bail-in bond issuance bolsters Barclays' capital
UK bank plans £8 billion of AT1 bond issuances in 2019
Higher op risk charge follows UBS tax fraud verdict
Clash with French courts adds $2.8 billion to op RWAs
Loss provisions at Credit Suisse highest in three years
Provisions expand in Swiss, Asia-Pacific and global markets units
At Credit Suisse, RWAs leap over Sfr5 billion
Credit RWAs grew 4% due to a combination of model, accounting and regulatory changes
Custody assets rebound after Q4 equity rout
Total Auca at three leading custodians hits $91.9 trillion at end-March, up 4.5% quarter-on-quarter
Shadow banks gobble up cross–border loans
Traditional lenders' claims on non-bank financial institutions increased 8% at year-end
New SLR could cut $63bn off BNY Mellon’s leverage exposure
Proposed rule change would exempt central bank reserves from SLR denominator