Switzerland
Stock slump dents income, hikes VAR by 22% at UBS
Income from equity derivatives trading plummeted $47 million quarter-on-quarter
Quant Guide 2019: EPFL
Lausanne, Switzerland
Quant Guide 2019: ETH Zurich/University of Zurich
Zurich, Switzerland
Quant Guide 2019: University of St Gallen
St Gallen, Switzerland
G-Sib leverage makeups differ by region
Median US G-Sib has higher share of exposure measure made up of derivatives and repo than EU peer
EU G-Sibs outpace rivals in growing repo books
Large European banks' increase exposures by €230 billion
Model tweaks, loan growth lift Swiss bank credit RWAs
Credit RWAs grow Sfr26 billion at Credit Suisse and UBS year to year
Asia moves: SocGen replaces China head, Goldman names new partners, and more
Latest job changes across industry
Credit Suisse drains HQLA as business migration risk ebbs
Total HQLA fell Sfr13.5 billion to Sfr188 billion in Q3
US ‘transfer restrictions’ take a bite out of UBS’s LCR
Overseas subsidiaries are holding more HQLA to meet local liquidity requirements
Swiss banks’ market risk drops by $12 billion
Lower risk levels drive quarter to quarter fall
Op risk data: Swiss banks suffer tax-dodging fines
ZKB settlement takes top spot in August loss list. Data by ORX News
European banks blitz non-modelled credit risks
Across 14 G-Sibs, IRB assets fell 10% over three years, while standardised assets dropped 20%
Model revamp hikes UBS credit RWAs
Calculation tweaks made to scrap higher regulatory RWA multipliers
Tri-party repo switch prompts Credit Suisse liquidity boost
Swiss bank LCR surges to 226%
Credit Suisse scraps legacy businesses at even faster tempo
The firm’s strategic resolution unit shed $6.2 billion of leverage exposure in the three months to June
US foreign bank rules sap UBS liquidity buffer
HQLA fell Sfr2 billion in the second quarter, down 17% since US IHC formed
VAR cut helps shrink UBS market RWAs
Average management VAR falls Sfr10 billion
UBS far exceeds 2018 credit and counterparty risk estimate
Sfr2.4 billion growth attributed to model changes alone
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
Zurich builds up capital buffers
Insurer edges toward over-capitalisation on its own measures
Credit Suisse bolsters liquidity buffers
LCR reinforced in response to choppy markets
UBS liquidity coverage ratio shrinks after regulatory change
The rule change led to higher net cash outflows at the bank, which jumped 5.5% to Sfr135 billion in March
Credit Suisse sheds $11bn in op risk RWAs
Regulator allowed Swiss bank to cut op risk exposure from defunct business