Canada
Basel’s unlikely victim: venture capital
Changes to credit risk framework could block alternative path for EU banks to finance SMEs
Credit data: more trouble in the oil and gas pipeline
US self-sufficiency in oil could be bad news for shale producers
Model changes, asset growth boost Canada bank RWAs
TD Bank brings credit card portfolio under A-IRB
Canadian banks see loan-loss reserves diverge
Provisions rise at Scotiabank and BMO; drop off at TD Bank, CIBC and RBC
Canadian Big Five hoard reserves as credit outlook decays
Four of the five largest Canadian lenders saw provisions rise, with BMO the only outlier
Choppy markets, buying spree cause 28% VAR surge at BMO
The bank's VAR spiked for all asset classes bar commodities on the prior quarter
Overseas push amps Scotiabank credit risk
Loan-loss provisions for the international unit made up 69% of the bank's total in 2018
Junk loan, souring economy push up RBC loan-loss reserves
Provisions for credit losses hit C$514 million in Q1 2019
EU, Canada banks lag rivals on IRB model coverage
Median bank has 78% of credit risk-weighted assets under IRB approaches
Banks divided on op risk approaches
EU banks favour standardised approach, North American and Australian lenders the AMA
Quant Guide 2019: University of Toronto
Toronto, Ontario, Canada
Quant Guide 2019: University of Waterloo
Waterloo, Ontario, Canada
Canadian lenders resilient to oil rout
Just 1.7% of 'Big Five' total loans exposed to energy producers
TD Bank on verge of G-Sib capital jump
Cross-jurisdictional activity behind ramp-up in Canadian bank's systemic riskiness
Custody Risk Global Awards 2018 winners announced
Custodian of the Year won by BNP Paribas for second year running
Risk.net podcast: DTCC’s Lind on FRTB, data pooling and NMRFs
As many as 70 banks globally could adopt internal model approach for market risk capital
Improved credit loss estimates proposed for IFRS 9
New smoothing technique claims to overcome flaws in risk rating scales
CIBC the outlier as ‘Big Five’ loan-loss ratios improve
CIBC’s PCL ratio stood at 0.29% at end-July, up from 0.24% the previous quarter
TD Bank expands credit risk model
Retail A-IRB assets grow 12% quarter to quarter
BMO’s loan loss reserves climb
Canadian bank reserves increase C$26 million quarter to quarter
Scotiabank acquisitions come with risks attached
The bank’s RWAs jumped 9.4% in the third quarter
CIBC's Barbados woes incur $44 million capital charge
Sovereign credit risk-weighted assets jump 19% as Barbadian loans sour