Data
Equity risk amps up Citi’s VAR charges
Requirements connected to equity positions jumped 49% quarter-on-quarter
CaixaBank awash with liquidity in 2018
Spanish lender's LCR rose 11 percentage points in the 12 months to December 2018
Hedging gains boost MetLife earnings
US insurer posts $939 million in net derivatives gains in the fourth quarter
Dinged by RWAs, SocGen capital ratio misses target
Bank accelerates asset sales plan to reach 2020 CET1 goal
Prudential Financial adds $1bn to liquidity pool
Insurer increases highly liquid assets by 25% in 2018
Commonwealth Bank blitzes IRRBB charges
Shake-up of banking book saves A$10.5 billion in RWAs
Now under aegis of ECB, Nordea RWAs spike 29%
Imposition of Swedish mortgage floor adds €10.6 billion of risk-weighted assets alone
ING trims op risk charge by 11% in 2018
Bank benefits from AMA model upgrades
BNP Paribas’ VAR soars 17% after brutal Q4
Equity revenues fall 70% on year-ago quarter
On hedging, BP and Shell set different timelines
Shell has much larger share of derivatives classified as current than BP
Fed stress tests tougher in 2019
Severely adverse scenario projects US economy to shrink 9.4%
Intesa Sanpaolo slashed bad loans 26% last year
NPL ratio plummets to 4.2% from 6.2% in 2017
Japanese megabank JGB portfolios shrink
Domestic government bond holdings drop 12% in 2018
Default risks in peripheral eurozone inch up
Italian corporate PD estimates up to 9.12%
Deutsche-Commerz merger would birth giant G-Sib
The combined bank would likely attract 2.5% G-Sib surcharge
EU, Canada banks lag rivals on IRB model coverage
Median bank has 78% of credit risk-weighted assets under IRB approaches
Danske drains excess liquidity, reducing LCR
Nordic bank cuts LCR to 121% at end-2018 from 171% the year prior
Deutsche’s market RWAs surge €8bn on volatility spike
Elevated VAR levels and a temporary increase in the incremental risk charge, drove the market RWA increase
Even after hefty loss, Nomura capital ratio remains aloft
CET1 ratio jumps to 17.8% despite ¥76 billion loss
Lenders favour eurozone non-bank borrowers
Cross-border claims on the euro area grow for the first time since Q2 2016
Santander tames its trading risk
Group value-at-risk falls 40% in 2018
Citi grows US swaps margin share in 2018
Citi remains the largest FCM, with a 27.5% share of total required client margin
Apple derivatives use surges
Hedging derivatives notionals hit $99 billion, up from $6 billion in 2008
One-quarter of market risk not modellable
US banks have largest portion of capital requirement set by the SA