Capital buffer
Cross-border risks drive European G-Sib scores
Basel method shows cross-jurisdictional activity makes up 30.8% of banks’ total G-Sib scores
Barclays and Lloyds improve resilience to stress tests, HSBC falls back
Capital headroom above pass/fail thresholds increases to 250bp at lenders
Custody banks add $1.2trn assets, BNY Mellon overtakes State Street
The combined total hit $93 trillion at end-September
JP Morgan on brink of 4% G-Sib surcharge
US bank will have to cull balance sheet by year-end
Basel and Fed G-Sib methods pose dual test to US banks
Different emphasis of rival frameworks could frustrate bank efforts to reduce systemic risk
TD Bank on verge of G-Sib capital jump
Cross-jurisdictional activity behind ramp-up in Canadian bank's systemic riskiness
G-Sib indicator change would hike JP Morgan surcharge
US bank would swallow 3.5% G-Sib surcharge if substituability cap lifted
RBS, Nordea escape G-Sib cuffs, BPCE joins the club
The once-largest bank in the world is no longer considered a systemic threat
Capital sharing caps hit over half of EU stress test banks
Capital conservation measure saves 25 banks €52 billion over stress-test period
Danske money laundering scandal leads to capital add-ons
The add-ons pushed Danske’s management to revise its target CET1 capital ratio higher
HSBC nets $5 billion capital saving as PRA slims add-on
Pillar 2A requirement drops following PRA review
Deutsche sweats accounting switch, model probe
CET1 ratio could fall 40bp following ECB-led internal model assessment
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
Top four EU banks have shed €1.5 trillion in assets since 2013
Barclays, HSBC, BNP Paribas, and Deutsche Bank slim the most in five years
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
Banks call for revamped G-Sib surcharge
Fears surcharge will raise post-stress capital requirements under proposed new buffer
Short-term funding weighs heavily in systemic risk scores
Indicator accounts for 30% of Fed's average aggregate systemic risk scores for eight US G-Sibs
Barclays, Credit Suisse stress test estimates stray from Fed’s
The two banks miss the mark on stressed capital ratio by 290bp and 460bp, respectively
US banks more cramped by stress tests than global peers
Five out of six US dealers adjust capital based on stress scenarios
SEB purchase saps Danske Bank’s capital ratio
Despite hike in minimum required capital, Danske has ample buffer
Citi and Wells Fargo wary of stress capital buffer
Recent CCAR tests point to higher CET1 requirements
US banks cut available-for-sale portfolios
Securities classifications have shifted materially since AOCI filters were removed in 2014