Capital Requirements Directive (CRD)
German banks biggest losers in EBA stress tests
Eight German lenders projected to shed €41 billion in CET1 capital under adverse scenario
EU seeks fix for capital double-count
Rules for investment firms would pile capital on capital in apparent error
UK banks gain capital edge through IFRS 9 transitionals
Four big lenders claim £3 billion CRR-mandated relief
EU prop trader regime could capture foreign firms
Group capital rules may be applied to third-country arms of EU market-makers
FRTB could ‘kill’ local markets – South African banks
Dealers urge South African Reserve Bank to depart from Basel standards on NMRFs
Corporate loan RWAs doubled by standardised approach
RWA densities for corporate loans under standardised approach stand at 94%, for A-IRB just 43%
Moving the goalposts: EU fights over prop trader rules
French proposals could drive larger non-banks out of fixed income futures and options
Denmark, Sweden hike countercyclical buffers
Swedish banks now subject to highest add-ons among European Union lenders
UK banks build up risk in Q2
Total RWAs were up £57 billion, from £2.89 trillion to £2.94 trillion
Banks will not use NSFR to judge funding risk
Calibration of ratio looks “somewhat insane” when applied to real world, conference hears
EU talks on prop firms leave door open to harsher pay rules
Final law could subject many firms to bonus cap, but even those that escape could struggle
Brexit threatens UK-based banks’ corporate repo funding
UK banks and UK bases of global banks fear losing valuable source of NSFR cash
The price of trust: tackling the risks of ring-fencing
Learning the wrong lesson from Lehman? Ring-fencing hikes risk of bank failure, says Credit Suisse’s Wilson Ervin – he proposes an alternative
UK leverage ratios stray from EU measures
Bank of England changes exempt central bank claims from UK measure, causing discrepancies with CRR version
UK Treasury never analysed impact of risk weights for EU debt
Risk weight move seen as political threat to EU sovereign issuance to force Brexit equivalence deal
'No-deal' Brexit would add risk weights to EU government bonds
HSBC has most sovereign exposures that could attract higher capital charges among big UK banks
Capital structures vary across EU banks
Median lender's capital stack is 75% CET1, 10% AT1, and 15% Tier 2
EU infighting blocks Basel recognition of banking union
Treating eurozone as single jurisdiction could slash G-Sib capital, but the 19 member nations have differences to settle first
French banks’ leverage ratios rally on EU court win
Improvements of 10 to 30 basis points follow change to leverage measure
Staying alive: the EU’s stubborn CVA exemption
Delayed Pillar 2 capital charge could help US banks take EU market share in corporate hedging
ECB mulls response to French leverage ratio exemption
Supervisor could rewrite justification annulled by EU General Court, or appeal the ruling
Leverage ratio redux: the fallout from French bank court win
EU countries could seek to benefit from exclusion of state-backed deposits from leverage ratio
Shut the window: EU Parliament tackles leverage loophole
EU banks may have to calculate leverage ratios daily, potentially hitting their repo market share
Q&A: French regulator defends bank rules for prop traders
ACPR official wants to set asset threshold for full CRR application below current €30 billion