Data
Bank of America and BNY Mellon suffer VAR breaches
Trading losses exceeded estimates on a single day at each dealer in the first quarter
Eiopa targets cyber risk in stress tests
Forty-two insurers quizzed on IT vulnerabilities
ABN Amro incurs €208 million of impairment charges
ABN Amro’s first quarter profits hit by transition to IFRS 9 impairment methodology
Morgan Stanley LCR dips
Increased lending commitments boost net cash outflows
Share of op risk RWAs at US banks falls
Drops at Citi, Goldman, Morgan Stanley suggest op risk capital may have peaked
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
Zurich builds up capital buffers
Insurer edges toward over-capitalisation on its own measures
ING market risk charge edges higher
Dutch bank adds €0.8 billion of market RWAs
JP Morgan counterparty credit risk grows
Risk-weighted assets consumed by least-risky counterparties decline from 57% to 36% in two years
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
Westpac's capital charge rises as securitisation rule bites
Securitisation RWAs jump from A$1.4 billion under new standard
Barclays and HSBC impairment provisions soar
Barclays’ provisions increase 54%; HSBC’s by 29%
EU banks’ CVA capital to triple if exemptions axed
Seven banks would incur 200bp-plus hit to capital if long-standing waivers were repealed, says EBA
StanChart hopes reg spending has peaked as costs drop 5%
Bank reports a $63 million quarter-on-quarter drop
HSBC reclassifies debt to bolster Tier 2 capital
Review of securities to add 40bp to bank's total capital ratio
BNPP beats SG on equity trading
Equity and prime services revenues surge 19.3% at BNPP
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
Axa tackles equity risk
Efforts to reduce equity SCR boost Solvency II ratio by eight basis points
Prudential Financial braces for higher lapse risk
Net redemptions hit $1.2 billion at US insurance giant
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
Allstate posts lower investment returns
Limited partnership income falls in first quarter