Capital ratio
BAML drops below Collins floor
BAML becomes the sixth big US bank to report higher standardised RWAs than modelled RWAs
Citi and Wells Fargo wary of stress capital buffer
Recent CCAR tests point to higher CET1 requirements
Foreign bank IHCs shed US assets in 2017
Barclays, Credit Suisse and Deutsche Bank shrunk balance sheets by $166 billion
Foreign banks outperform US peers on CCAR
IHCs report 11.1% average post-stress capital ratio
Deutsche Bank fails CCAR; Goldman and Morgan Stanley scrape by
DB USA hit with qualitative fail, while Goldman and Morgan Stanley face dividend and buyback freeze
UK banks ramp up market risk
Market RWAs up £18 billion in first quarter
BIS renews claims of capital 'gaming'
Modelled capital requirements for identical portfolios can differ by up to 4%, study shows
Stress test results show Fed toughening up
Median post-stress ratio of 7.9% the lowest pass mark to date
CCAR winners and losers 2012–17
American Express came off worst under CCAR total capital ratio measure among large and complex firms three years out of six
Citi’s CRO on the importance of risk sensitivity
Brad Hu talks modelling, CECL and setting risk culture
Higher profits bolster EU bank capital ratios
Discrepancies persist between countries worst and least hit by eurozone crisis
Royal Bank of Canada RWAs return to growth
Loan growth contributes to C$22 billion increase
TD Bank freed from Osfi capital floor
As a result, the bank’s CET1 jumped to 11.8% from 10.6% in the previous quarter
Five US banks below Collins floor
Morgan Stanley, JP Morgan, Citigroup, State Street and Wells Fargo had higher standardised RWAs than modelled RWAs
Italian banks hardest hit by IFRS 9 transition
Risk Quantum analysis of 36 banks from 11 European Union countries found that capital declined on average by 34bp between December 31, 2017, and March 31, 2018
French banks add €1.4 billion to Single Resolution Fund
Contributions to the SRF jump 25% on average
European banks face forex volatility on bail-in ratios
Use of funding in foreign currencies creates new risk, especially in non-eurozone countries
ING market risk charge edges higher
Dutch bank adds €0.8 billion of market RWAs
Danske Bank targets lower capital ratio
Danish lender bought 6.8 million of its own shares for DKK 1.6 billion
Legal woes drain Barclays' capital
A $2 billion fine from the US Department of Justice contributed to a 60bp CET1 capital ratio decline
Nordea de-risking improves loan-loss ratio
Provisions down €73 million year-on-year
Credit Suisse sheds $11bn in op risk RWAs
Regulator allowed Swiss bank to cut op risk exposure from defunct business
CCAR compels CET1 build-up at Capital One
The bank is targeting a CET1 capital ratio of 11% in 2018
Santander reaps capital benefit with close of toxic asset sale
The bank aims to have CET1 above 11% by end-2018