Capital adequacy
Systemic US banks put aside $25bn for credit losses in Q1
JP Morgan took a $8.3 billion provision, the most of the eight G-Sibs
Output floor cliff edge effects threaten EU banks
Capital measure to have uneven impact across five-year phase-in
Citi, Goldman edge above Collins floor
Both banks’ risk-based capital requirements will be set using advanced approach
ECB data spotlights credit risk-weight disparities
Weightings applied to standardised approach exposures far exceed those for IRB equivalents
Counterparty credit risk – Why data is only valuable in context
Paul Whitmore, global head of counterparty risk solutions at Fitch Solutions, explains how qualitative data can add colour and insight to quantitative metrics for assessing the creditworthiness of counterparty banks
SA-CCR to lift counterparty risk capital charge by 27% – Basel
Systemic dealers face biggest spike in required capital of surveyed banks
Spain lagged eurozone on bank capital in Q4 2019
Five major Spanish banks have CET1 ratios of 12% or below
Fed’s leverage ratio relief puts foreign banks on the back foot
European banks cannot – yet – exempt US Treasuries from their exposure measures
US banks stand apart as top lenders cancel dividends
Capital savings would equal 3% of end-2019 aggregate total if payouts suspended
Dividend freeze could save top UK banks £6.5bn
HSBC will no longer distribute a cash dividend worth $3.1bn
CECL delay grants mid-sized US banks a capital windfall
Synchrony, Huntingdon and Citizens among those to reap most CET1 relief
EU banks eye bad loan relief from state guarantees
ECB move should prevent rickety loans counting as NPLs
Six countries slash countercyclical buffers
Sweden reduces its buffer the most, to zero from 2.5%
Top US banks’ buyback freeze to bolster capital above $30bn
Suspension will save the equivalent of 4% of aggregate CET1
ECB cuts top banks’ required capital by over €350bn
Capital conservation requirement and Pillar 2 guidance amounts relaxed, countercyclical capital buffers encouraged to fall
Countercyclical buffer relief to save top UK banks £7bn in capital
BoE expects £190 billion of lending to be supported by CCyB cut
EU banks face near €18bn capital shortfall through output floor
Twenty-one out of 51 banking groups surveyed would be constrained by the output floor
Over two years, top US banks’ capital fell 5%
Stress capital buffer could reduce CET1 a further $40 billion
StanChart’s derivatives exposures climb 42% in 2019
UK bank’s leverage ratio falls 30 basis points year-on-year
Low risk assets pile up at systemic US banks
Sub-100% risk-weighted assets increased by $157.9 billion
UK bank market RWAs ebbed in 2019
HSBC shed $5.9 billion of market RWAs in 2019
Fund securitisation makes capital vanish – and watchdog growl
Probe into possible “abuses” of CFO structure could hit wider investments, experts say
ICAAP/ILAAP – Unlocking business value from capital and liquidity assessment
Regulators consider banks’ internal capital adequacy and assessment process (ICAAP) and internal liquidity adequacy assessment process (ILAAP) important tools in managing risk. The European Central Bank’s (ECB’s) updated guidance – which came into effect…
Goldman hits the Collins floor
Changes to loss-given-default models caused advanced approaches credit RWAs to plummet