Capital adequacy
Goldman restores capital buffer after Trump tax hit
CET1 ratio hits two-year high
Regulators demand action on rogue market risk models
Thirteen banks out of 49 face remedial action
Two stress tests give conflicting verdicts on UK banks
Under the BoE’s severe stress scenario, the average drop to UK banks’ CET1 capital ratios was 740bp, compared with 570bp under the EBA’s adverse scenario
EU countries accelerate countercyclical buffer increases
Eleven EU members currently apply CCyBs, with Bulgaria the most recent country to join the club
What’s Finnish for ‘too big to fail’?
Strange case of Nordea highlights flaw in G-Sib assessments
Barclays and Lloyds improve resilience to stress tests, HSBC falls back
Capital headroom above pass/fail thresholds increases to 250bp at lenders
China warning spurs banks over bail-in debt plans
Competing for attention in global TLAC markets could drive up costs for Chinese lenders
Global banks shrink systemic footprint
The big banks trimmed total leverage exposure by €2.9 trillion (4%) in 2017
US banks continue to lop back market risk
Goldman Sachs, Morgan Stanley shrink requirements by over $1 billion year to date
Capital sharing caps hit over half of EU stress test banks
Capital conservation measure saves 25 banks €52 billion over stress-test period
BNP Paribas bolsters capital ratio on First Hawaiian sale
CET1 capital increases €516 million in third quarter
Global bank equity dips $230 billion in Q2
UK banks post the largest dollar declines
Wells Fargo cuts $24 billion of RWAs
Optimisation efforts preserve capital ratio despite $14.5 billion of cash returns to shareholders
Denmark, Sweden hike countercyclical buffers
Swedish banks now subject to highest add-ons among European Union lenders
Big European and US banks cut $280bn of complex assets
G-Sib methodologies incentivise shift to simpler assets
US big banks shrink systemic footprints in Q2
JP Morgan moves down into 3.5% capital surcharge bucket under Fed G-Sib methodology
Capital structures vary across EU banks
Median lender's capital stack is 75% CET1, 10% AT1, and 15% Tier 2
Why the FRTB remains critical
Critics of the Basel Committee’s Fundamental Review of the Trading Book are wrong, write John Beckwith and Sanjay Sharma
Fed stress tests: foreign banks lag US on capital estimates
On average, IHCs missed the Fed’s estimates of the amount their CET1 ratios would fall in the 2018 test cycle by 213bp, compared with 109bp by US lenders
Goldman, Morgan Stanley push for CCAR changes
Balance sheets will shrink in a crisis, not grow, trading houses argue
Bond run hits UniCredit capital buffer, trading income
Bank rides rollercoaster of BTP price plunge
Generali weathers Italian bond turbulence
Solvency II SCR ratio dips to a still lofty 201% in the first half
In ongoing drive, Shell slashes debt by almost $8 billion
Gearing ratio down 220 basis points year to year
Nomura’s capital ratio edges lower as RWAs skip higher
Legal wrangle with US Federal Housing Finance Agency swells risk-weighted assets