ING Group
Corporate loan RWAs doubled by standardised approach
RWA densities for corporate loans under standardised approach stand at 94%, for A-IRB just 43%
Deutsche Bank's risky corporate loan pile towers over peers
German lender has one-quarter of all high-risk corporate loans reported by EU big banks
Standardised market RWAs on the rise at EU banks
Standardised approach-generated RWAs increase €4.7 billion across 12 banks
EU infighting blocks Basel recognition of banking union
Treating eurozone as single jurisdiction could slash G-Sib capital, but the 19 member nations have differences to settle first
Top European banks shed $32 billion in op risk
5% average drop across 16 European banks reported quarter to quarter
Newman retires, ING's new commodities head, and more
Latest job changes across the industry
Bank risk committees: desperately seeking risk managers
Most boards still lack career risk specialists despite tighter governance requirements
Take-up of credit modelling varies at European banks
Percentage of credit RWAs calculated using IRB approaches ranges from 42% to 91% across large dealers
The special one: a eurozone G-Sib waiver for BNP Paribas
Experts say French bank’s G-Sib buffer could fall to 1%, saving €3 billion in regulatory capital
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
ING market risk charge edges higher
Dutch bank adds €0.8 billion of market RWAs
Not waiving but drowning: EU banks face capital traps
Council and some MEPs try to kill cross-border capital and liquidity waivers in CRR II
Top 10 op risks 2018: unauthorised trading
Banks say threat from rogue algos outstrips that of human traders
Not on the list: Mifid’s systematic internaliser mystery
Self-identification of systematic internalisers in derivatives could fuel buy-side confusion
Libor’s sunset sees US repo market cast a longer shadow
Concern over structural deficiencies as SOFR chosen to replace key benchmark
Day of the Mifids: what happens on January 3?
Continued ambiguities in the rules could hit European market liquidity at the start of 2018
Energy industry dips toe in choppy blockchain waters
Tests of permissioned distributed ledger technology display efficiency gains, but complications persist
The long arm of European law: Mifid alarms the world
Non-European firms may have to undertake compliance projects without knowing the final rules
Banks dismiss margin rule threat to synthetic prime brokerage
Growth in synthetic financing versus physical sees UBS, ING boost investment in prime brokerage units
Deutsche Bank loses Fan ahead of investment banking overhaul
Deutsche's Fan exits; Credit Suisse investment banking co-head retires; Sweden's prudential regulator hires new director general
EU rapporteur says Mifid II is ‘too complicated’
Bankers claim new rules “trap liquidity”
FVA: How six smaller banks do it
From ING to Danske Bank, regional players are taking part in the FVA debate, but practices are mixed
Variable annuity sales recover in Japan as insurers revise hedging strategies
Simplified product design and buoyant equity markets combine to revive Japan VA market
AMA, RCSAs and dealing with Libor at Rabobank
Dutch bank Rabobank has shaken off its Libor label pretty quickly, leaving it to focus on its co-operative roots, the AMA and its RCSA roll-out. Anne Snel-Simmons, head of operational risk management at Rabobank, talks to OpRisk about the challenges of…