HSBC
PRA relief to save banks up to 33% on VAR-based charges
HSBC may benefit most from easing of capital rules
Dividend freeze could save top UK banks £6.5bn
HSBC will no longer distribute a cash dividend worth $3.1bn
UK banks’ RWAs plummeted in Q4 2019
Risk drop-off helped raise aggregate CET1 ratio
UK bank ECL scenarios may lowball coronavirus impact
BoE offers IFRS 9 relief on virus-hit loans
Countercyclical buffer relief to save top UK banks £7bn in capital
BoE expects £190 billion of lending to be supported by CCyB cut
LCRs of UK banks diverged in 2019
StanChart’s dropped 14 percentage points last year
Apac CCPs: we’ve come a long, long way together
Members still gripe about arcane policies, but risk management fundamentals are strong
Barclays used securitisations as credit risk shield in 2019
Risk-weighted assets for these exposures increased 44%
StanChart’s derivatives exposures climb 42% in 2019
UK bank’s leverage ratio falls 30 basis points year-on-year
Treasurers turn to AI in bid for sharper forecasting
Wider automation could usher in future of ‘hands-free hedging’, but obstacles lurk in data standards and sharing
UK bank market RWAs ebbed in 2019
HSBC shed $5.9 billion of market RWAs in 2019
Who killed FX volatility?
Beyond central bank policy, traders see a range of hidden structural factors at work
‘Rounding errors’ prompt EBRD to break with Sonia FRN norms
Index-friendly coupon structure touted as a template for future issuance in the UK market
HSBC to reallocate $100bn of RWAs in shake-up
Global banking and markets division to take brunt of cuts
Chinese banks set for mass loan repricing
Options launch slated for February to help industry switch to new benchmark by August
Custody battle: competing tensions put IM prep in jeopardy
Conflicting custody interests and delayed docs call IM phase five readiness into question
Top 10 operational risk losses of 2019
Fraud, embezzlement, tax evasion, subprime (still) and rogue trading – and Citi crops up twice. Data by ORX News
HSBC leads EU banks on VAR measures
In aggregate, IMA risk exposures focused on traded debt
Outsourced model validation: is it viable?
Consortium promises cost savings in outsourcing model validation, but some say pooling doesn’t float
EU banks pare back commodities risk
Risk-weighted assets for commodities trading positions under standardised approach fall almost 30%
SocGen leads EU banks on trading asset gains – EBA
Almost three-quarters of H1 2019 income came from gains on trading assets at French bank
Four UK banks improve resilience to stress tests compared with 2018
Aggregate CET1 capital ratio headroom over hurdle rate improves by 50 basis points
UK banks could withstand leveraged loan crisis
Losses projected to hit overall CET1 capital ratios by 40 basis points
At UK stress test banks, loan-loss estimates up £8bn in 2019
Impairments estimated to cut 5.7% off of the banks’ aggregate CET1 capital ratio