Common Equity Tier 1 (CET1) capital
Stress test results show Fed toughening up
Median post-stress ratio of 7.9% the lowest pass mark to date
Fed stress tests stretch State Street, Goldman, Morgan Stanley
State Street worst performer among complex firms on capital; Goldman and Morgan Stanley on SLR
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
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
Legal woes drain Barclays' capital
A $2 billion fine from the US Department of Justice contributed to a 60bp CET1 capital ratio decline
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
IFRS 9 charge fails to dent UBS capital
The accounting charge was more that offset by increased earnings, with total CET1 capital increasing by Sfr 0.5 billion
US Bancorp unfazed by Fed’s new capital buffer
Lender targets dividend payout ratio of 40%
Goldman shakes off tax reform capital effects
Stronger regulatory ratios support capital distributions
Citi's core capital ratio drops 70 basis points
Capital returns and tax reform impacts behind decline
Trump tax reform sours US banks’ CCAR outlook
Tax changes hit bank capital ratios; Goldman, AmEx could fail Fed’s annual tests
EBA call for simpler IFRS 9 phase-in applauded
Lawmakers aim to fast-track IFRS 9 rules in the revised Capital Requirements Regulation, but are also urged to clarify them
Regulatory fragmentation drives Basel RWA impasse
European Commissioner rejects model floors that US regulators have already imposed
Basel arbitrage warning leaves dealers guessing
Banks told to avoid trades that offset regulatory adjustments, but details are thin
Capital and funding
Quants propose KVA and FVA accounting framework based on Solvency II regulation