Capital requirements
German banks biggest losers in EBA stress tests
Eight German lenders projected to shed €41 billion in CET1 capital under adverse scenario
Deutsche, Barclays breach leverage ratios in EBA stress tests
Five banks fall below 3% regulatory minimum level
Danske money laundering scandal leads to capital add-ons
The add-ons pushed Danske’s management to revise its target CET1 capital ratio higher
EU seeks fix for capital double-count
Rules for investment firms would pile capital on capital in apparent error
US regionals may get $8bn capital break in Fed proposal
Under tailored framework, mid- and small banks would also get $77bn liquidity relief
StanChart slashes $6.6 billion of RWAs
Two-thirds of reduction achieved through RWA efficiencies
UK banks gain capital edge through IFRS 9 transitionals
Four big lenders claim £3 billion CRR-mandated relief
HSBC nets $5 billion capital saving as PRA slims add-on
Pillar 2A requirement drops following PRA review
European credit model outputs vary wildly
Risk densities range widely and out-of-sync with average probabilities of default
Model changes threaten 30% rise in Nordea's RWAs
Imposition of new risk weight floors will harm bank's capital ratio
Capital One MBS sale to boost CET1
Portfolio shuffle will take $200 million out of AOCI
Deutsche sweats accounting switch, model probe
CET1 ratio could fall 40bp following ECB-led internal model assessment
Corporate loan RWAs doubled by standardised approach
RWA densities for corporate loans under standardised approach stand at 94%, for A-IRB just 43%
US banks’ internal stress tests vary
Choice of stress period affects market risk capital requirements
Market risk capital requirements will soar come 2022
FRTB implies 54% capital uplift for G-Sibs
Output floor to constrain almost half of G-Sibs – Basel study
The Basel III output floor will impose the single largest Tier 1 capital requirement on 46% of G-Sibs
Basel III: EU G-Sib capital requirement to jump 25%
Basel III output floor will add 5.4% to minimum required capital
EU banks short €14.6 billion of Basel III capital
Total capital ratios would fall to 14.5% from 18.5% if reform package were implemented today
Denmark, Sweden hike countercyclical buffers
Swedish banks now subject to highest add-ons among European Union lenders
Brexit threatens UK-based banks’ corporate repo funding
UK banks and UK bases of global banks fear losing valuable source of NSFR cash
VAR switch may explain $500 million capital hike at Wells Fargo
Change in stress period drives 15% increase in market risk capital requirement
US banks curb market risk
G-Sibs cut $31 billion of market RWAs in three months to June