Articles by Alessandro Aimone
Italian banks hardest hit by IFRS 9 transition
Risk Quantum analysis of 36 banks from 11 European Union countries found that capital declined on average by 34bp between December 31, 2017, and March 31, 2018
French banks add €1.4 billion to Single Resolution Fund
Contributions to the SRF jump 25% on average
Commerzbank cuts loan charges in wake of IFRS 9
German lender posts “risk result” – costs associated with changes to loan-loss provisions and remeasurement of assets – of €77 million in March
ABN Amro incurs €208 million of impairment charges
ABN Amro’s first quarter profits hit by transition to IFRS 9 impairment methodology
UniCredit sheds €10.5 billion in toxic loans
Net write-downs on all loans fell to €496 million in the quarter, down from €835 million in December, an improvement of 40%, as a result of improved asset quality
ING market risk charge edges higher
Dutch bank adds €0.8 billion of market RWAs
Commonwealth Bank hit by A$1bn op risk add-on
Capital charge applied for poor management of operational, compliance and conduct risks
Equity hedges protect Munich Re from vol spike
Net derivative liabilities fall 95% year-on-year
HSBC reclassifies debt to bolster Tier 2 capital
Review of securities to add 40bp to bank's total capital ratio
HSBC quadruples provisions as DoJ fine looms
Bank braces for RMBS penalty
Over half of CDS contracts cleared – BIS
Non-cleared trades continue downward slide
Interest rate derivatives values fall to pre-crisis low
The value of interest rate derivatives plummeted more than 16% to $7.6 trillion in the second half of 2017
NAB model change boosts mortgage RWAs
Residential mortgage RWAs leap A$10.6 billion
Credit Suisse bolsters liquidity buffers
LCR reinforced in response to choppy markets
BP net derivative assets top $1.5 billion
Hedging instruments fair values rise while oil prices surge
UBS liquidity coverage ratio shrinks after regulatory change
The rule change led to higher net cash outflows at the bank, which jumped 5.5% to Sfr135 billion in March
RBS model change loads on credit RWAs
RBS's total RWAs increase for the first time since 2015
Danske Bank targets lower capital ratio
Danish lender bought 6.8 million of its own shares for DKK 1.6 billion
Legal woes drain Barclays' capital
A $2 billion fine from the US Department of Justice contributed to a 60bp CET1 capital ratio decline
Credit Suisse sheds $11bn in op risk RWAs
Regulator allowed Swiss bank to cut op risk exposure from defunct business
Santander reaps capital benefit with close of toxic asset sale
The bank aims to have CET1 above 11% by end-2018
IFRS 9 charge fails to dent UBS capital
The accounting charge was more that offset by increased earnings, with total CET1 capital increasing by Sfr 0.5 billion
UBS warns of 6% increase in credit RWAs in 2018
The bank's credit RWAs continue upward trend
Custody surge could be precursor to capital pain
BNY and State Street assets hit new record, as Basel consider G-Sib changes