Banks
EU, Canada banks lag rivals on IRB model coverage
Median bank has 78% of credit risk-weighted assets under IRB approaches
Danske drains excess liquidity, reducing LCR
Nordic bank cuts LCR to 121% at end-2018 from 171% the year prior
Deutsche’s market RWAs surge €8bn on volatility spike
Elevated VAR levels and a temporary increase in the incremental risk charge, drove the market RWA increase
Even after hefty loss, Nomura capital ratio remains aloft
CET1 ratio jumps to 17.8% despite ¥76 billion loss
Santander tames its trading risk
Group value-at-risk falls 40% in 2018
One-quarter of market risk not modellable
US banks have largest portion of capital requirement set by the SA
Banks divided on op risk approaches
EU banks favour standardised approach, North American and Australian lenders the AMA
UBS warns of $6.5bn jump in credit RWAs in Q1
Credit and counterparty RWAs stood at $147.9 billion at end-2018, up $1.6 billion from the third quarter
Japanese bank LCRs diverge in Q3
Median LCR falls to 135.6% at six large lenders
US G-Sibs hike loan-loss provisions by $737m
Five banks increased PCLs in the fourth quarter of 2018, with JP Morgan leading the way
Stock slump dents income, hikes VAR by 22% at UBS
Income from equity derivatives trading plummeted $47 million quarter-on-quarter
Goldman edges closer to Collins floor
Six of the eight US G-Sibs are currently below the Collins floor
Charles River purchase drains State Street’s capital
Depleted CET1 capital ratio spells trouble for 2019 stress tests
State Street leads US custody banks’ assets drop
Equity rout drives down value of assets under management
Shareholder giveaways deplete US G-Sib capital
Aggregate CET1 ratio robust at 12.1%
Morgan Stanley adds $57bn to liquidity pool
Diminished cash need in fourth quarter led to supersized reserve
Eyeing a better funding mix, Goldman gobbles up deposits
Diversified funding aids regulatory liquidity metrics
Goldman restores capital buffer after Trump tax hit
CET1 ratio hits two-year high
Fed shackles weigh on Wells Fargo
Total assets and risk-weighted assets down 3% on end-2017
JP Morgan VAR surges 46% in Q4
The bank’s average VAR jumped $16 million to $51 million at end-December
Citi’s SLR falls to four-year low
Leverage exposure rises $1.9 billion in fourth quarter
Citi’s standardised and modelled RWAs drift apart
SA risk-weighted assets $38 billion higher than modelled equivalents
US banks pare reliance on unsecured funding
Average share of unsecured wholesale funding falls to 42% in a year
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