Regulators
Trading’s share of EU bank income shrinks in Q3
French banks boasted highest share of income from trading, at 24%
Cyber risk tops EBA poll of operational risks
Bank analysts say money laundering, conduct and legal risk are pressing challenges, too
Derivatives expand share of EU bank assets in Q3
Valuation effects likely behind consecutive quarter increases in these instruments’ portfolio share
Swap books swell at UK banks in Q3
Gross derivatives assets with non-bank financial firms up 39%
HSBC leads EU banks on VAR measures
In aggregate, IMA risk exposures focused on traded debt
Loosening ties, pt 2: how US G-Sibs cut intra-system liabilities
Citi and Goldman expelled huge amounts of deposits in Q4 2017
How US G-Sibs shrink down at year-end
Derivatives exposure reductions make up bulk of year-end savings
EU banks pare back commodities risk
Risk-weighted assets for commodities trading positions under standardised approach fall almost 30%
SocGen leads EU banks on trading asset gains – EBA
Almost three-quarters of H1 2019 income came from gains on trading assets at French bank
Own-country risk makes up 42% of EU bank sovereign exposures
Polish, Estonian and Romanian banks most exposed to home governments
Loosening ties, pt 1: how US G-Sibs cut intra-system assets
Goldman Sachs reduced links with other financial firms the most in Q4 2018
Four UK banks improve resilience to stress tests compared with 2018
Aggregate CET1 capital ratio headroom over hurdle rate improves by 50 basis points
Leveraged loan risks concentrated in handful of banks – FSB
US lenders make up 55% of exposures among global banks
Op risk modelling limited to largest EU banks
Smallest banks do not use AMA at all
UK banks could withstand leveraged loan crisis
Losses projected to hit overall CET1 capital ratios by 40 basis points
At UK stress test banks, loan-loss estimates up £8bn in 2019
Impairments estimated to cut 5.7% off of the banks’ aggregate CET1 capital ratio
UK banks pass BoE stress tests
Dividend and AT1 bond coupon cuts needed to clear minimum requirements
EU banks eye savings following Pillar 2 update
ECB estimates CET1 relief of 90 basis points
IFRS 9 transitional measures saved EU banks €22bn
Four Greek banks claim €1.2 billion of capital relief on average
EU derivatives markets highly concentrated
CCPs hold 41% of interest rate derivatives notional exposures
Rate options and futures volumes plummet $10trn in Q3
Open interest in short-term options collapses 10% quarter on quarter
Big US banks cut OTC notionals by $10trn in Q3
Cleared notionals made up 54% of aggregate total notionals outstanding
New CVA regime to hike affected RWAs fivefold at EU banks
Systemically important lenders face 622% increase in CVA RWAs; but effect could be less if existing exemptions are carried over
FRTB to double market RWAs of EU banks
Risk-weighted assets across 44 banks to increase 105% on average