Risk Quantum/CaixaBank
Nordic, UK banks have highest countercyclical buffers
Nordea, Lloyds and RBS had the largest add-ons of banks surveyed
CaixaBank awash with liquidity in 2018
Spanish lender's LCR rose 11 percentage points in the 12 months to December 2018
ING reaps third-quarter CVA capital savings
Intesa and Caixabank also see CVA charges decline
European credit model outputs vary wildly
Risk densities range widely and out-of-sync with average probabilities of default
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