Data
Fall in market risk prods UK bank RWAs lower
Total RWAs amounted to £2.9 trillion at end-September
JSCC bond unit reports 26 margin breaches in Q3
JGB turmoil, heightened activity may have caught clearing members off-balance
OCC default fund drops $5bn under new approach
Switch to stress-testing based approach triggers drop in required default resources
Interest rate ETD volumes tick up in Q3
Longer-dated contracts push total open interest higher
Italian banks hold most of Europe's loan reserves – EBA
Italy accounts for €84 billion of stage 3 allowances alone
Brexit may spur higher op risk losses – EBA
Largest five op risk losses in 2018 cost equivalent of 2.1% of EU bank's average CET1
G-Sib leverage makeups differ by region
Median US G-Sib has higher share of exposure measure made up of derivatives and repo than EU peer
BNPP leads big EU banks in growing IRB exposures
French bank adds €25 billion of modelled exposures in third quarter
EU G-Sibs outpace rivals in growing repo books
Large European banks' increase exposures by €230 billion
UK bank securitisation exposures on the rise
Originate-to-distribute engine revs up
JP Morgan’s CVA charge jumps $203m in Q3
Median CVA capital charge for US G-Sibs was $2.1bn in third quarter
US banks’ CDS books shrink $2 trillion in two years
Wells Fargo only major bank to grow credit portfolio year-to-date
ING reaps third-quarter CVA capital savings
Intesa and Caixabank also see CVA charges decline
Goldman sees third-quarter fall in market RWAs
Market RWAs fell $13 billion across the eight US G-Sibs
StanChart CVA charge jumps 161% in Q3
Charge rises to $99 million in three months to end-September
US banks bolster quality of short-term funding
Eight US G-Sibs increase share of total borrowings made up of well-collateralised repo
Model tweaks, loan growth lift Swiss bank credit RWAs
Credit RWAs grow Sfr26 billion at Credit Suisse and UBS year to year
Canadian lenders resilient to oil rout
Just 1.7% of 'Big Five' total loans exposed to energy producers
Op risk jumps $7 billion at Aussie banks
Year to year, op RWAs have swelled $24 billion
UK bank misconduct charges dwindle
Six of seven stress-tested banks report 50% fall in legal and regulatory reserves
Cross-border risks drive European G-Sib scores
Basel method shows cross-jurisdictional activity makes up 30.8% of banks’ total G-Sib scores
Market risk drops €5 billion at big EU banks, reversing trend
Banco Santander posts largest reduction of group, with market RWAs falling €2.2 billion
Barclays and Lloyds improve resilience to stress tests, HSBC falls back
Capital headroom above pass/fail thresholds increases to 250bp at lenders
IFRS 9 transition eases UK banks’ path through stress tests
Aggregate CET1 ratio 130bp lower without transitional relief