Countercyclical buffer
ING’s Russia loans sour five times faster than UniCredit’s
Risk density of Dutch bank’s Russia portfolio soars from 54% to 229% during 2022
Europe’s countercyclical buffers buck recession trends
Almost half of EBU’s members have set out CCyB hikes; five plan two or more before mid-2023
Looming slowdown casts doubt on countercyclical capital
Confusion over use of buffers makes bankers wonder if concept will ever be successful
BoE’s planned procyclical capital hike bewilders banks
Some doubt regulator will go through with buffer hike while forecasting recession
How will US regulators perform the Basel III balancing act?
Largest banks seek offsets for higher capital requirements caused by possible end of IRB, IMM
Brainard: stablecoins ‘front and centre’ of regulatory focus
Contender for top Fed role also called for activation of countercyclical capital buffer
Parallel lines: EU begins fight over Basel output floor
Leaked plan to exclude buffers from floor would please EU banks, could anger Basel and US
European banks want clarity on post-Covid capital rebuild
Supervisors urged to explain what will happen when pandemic relief on capital buffers expires
Basel’s Rogers: little evidence capital buffers have failed
Top regulator disputes idea banks are unable to run down buffers, urges better communication
ECB’s Enria unsure banks will dip into capital buffers
Anxiety over investor and rating agency reaction may limit banks’ use of Covid relief measures
Covid relief frees €4.9bn of capital at Santander
Bank sees CET1 buffer climb to 272bp
Countercyclical buffer releases may free €6bn at top EU banks
Banco Santander and BNP Paribas could free €1.1 billion each
Six countries slash countercyclical buffers
Sweden reduces its buffer the most, to zero from 2.5%
ECB cuts top banks’ required capital by over €350bn
Capital conservation requirement and Pillar 2 guidance amounts relaxed, countercyclical capital buffers encouraged to fall
Countercyclical buffer relief to save top UK banks £7bn in capital
BoE expects £190 billion of lending to be supported by CCyB cut
ICAAP/ILAAP – Unlocking business value from capital and liquidity assessment
Regulators consider banks’ internal capital adequacy and assessment process (ICAAP) and internal liquidity adequacy assessment process (ILAAP) important tools in managing risk. The European Central Bank’s (ECB’s) updated guidance – which came into effect…
Barclays to shrink capital buffer
Bank targets excess capital over regulatory minimum of 100 basis points by year-end
ECB favours higher countercyclical buffers
Releasable buffers only make up fraction of required capital
ING confident of capital target despite headwinds
Countercyclical capital charges push minimum capital requirement higher
Denmark, Slovakia hike countercyclical buffers
Eight countries have increased their CCyB year-to-date
At US G-Sibs, capital buffers have thinned since 2016
Median G-Sib buffer stands at 3.1% and minimum requirement 9.5%