Banks
Model changes, asset growth boost Canada bank RWAs
TD Bank brings credit card portfolio under A-IRB
Banco Santander hit hard by IFRS 16
Average capital depletion across seven G-Sibs was 11bp
Canadian banks see loan-loss reserves diverge
Provisions rise at Scotiabank and BMO; drop off at TD Bank, CIBC and RBC
US G-Sibs curb reliance on unsecured debt
Citi cuts outflows related to issued securities 68% year-on-year
Morgan Stanley’s CVA charge swells 19% in Q1
Credit valuation adjustment capital charges have decreased at most G-Sibs year-on-year
Single Resolution Fund fees jump at most large EU banks
Contributions fall for Deutsche Bank and Societe Generale
ECB model review continues to eat at ABN Amro’s capital
Trim effects add €1.3 billion of RWAs in Q1
At systemic US banks, HQLA falls $35bn in Q1
LCRs drop at JP Morgan, Citi and BofA Securities
Royal Commission refunds weigh on Aussie banks
A$1.7 billion of remediation costs taken by Big Four in H1
Aussie banks crush IRRBB capital charges
‘Big Four’ cut IRRBB RWAs by A$23 billion year-on-year
Trading units of Swiss banks move in opposite directions
Over three years, Credit Suisse has cut RWAs allocated to trading 17%; UBS has increased them 46%
UniCredit plans Italian bond retreat
The bank's BTP portfolio is currently larger than those of Intesa Sanpaolo, Banco BPM and Mediobanca combined
As legal losses recede, Morgan Stanley's op risk falls
Bank cuts op RWAs 7% in the first quarter
Natixis's VAR returns to earth after sale of autocallables
Average value-at-risk falls 35% from Q4 2018 high
UK systemic risk buffer capital cost over £7bn
The Bank of England set the buffer amounts on May 1
Reserve release fluffs UniCredit's Q1 income
Settlement of sanctions violation boosts profits, CET1 ratio
Commerzbank’s leverage ratio sinks as balance sheet bloats
Total leverage exposure hits €527 billion
Citi’s credit risk measures diverge
Standardised RWAs rise; modelled RWAs fall in Q1 2019
EU levies weigh on Intesa Sanpaolo
Single Resolution Fund contributions hit €199 million in Q1
Top UK banks' CVA charges up 10% in Q1
Barclays' and Standard Chartered's requirements increase over 20% each
SocGen makes great strides to 12% capital target
Risk-weighted asset movements improve CET1 ratio by 23bp alone
At HSBC, LCR deteriorates as HQLA drops $32bn
Total HQLA stood at $535.4 billion, a 6% reduction quarter-on-quarter
ING offloads stake in Indian bank, bringing capital relief
Market RWAs drop €2 billion following asset sale
Securitisation setback causes credit risk build-up at BNPP
Total RWAs increase 3% on quarter-on-quarter