Risk-weighted assets (RWAs)
ING reaps third-quarter CVA capital savings
Intesa and Caixabank also see CVA charges decline
Goldman sees third-quarter fall in market RWAs
Market RWAs fell $13 billion across the eight US G-Sibs
Brexit set to jack up banks’ capital costs
Split into UK and EU arms will reduce netting benefits and capital flexibility
Model tweaks, loan growth lift Swiss bank credit RWAs
Credit RWAs grow Sfr26 billion at Credit Suisse and UBS year to year
Op risk jumps $7 billion at Aussie banks
Year to year, op RWAs have swelled $24 billion
Market risk drops €5 billion at big EU banks, reversing trend
Banco Santander posts largest reduction of group, with market RWAs falling €2.2 billion
French banks loaded with Italian risk
Six French dealers hold €47 billion of sovereign exposures
Goldman, Wells cut operational risk
The two firms reduce op RWAs by combined $15 billion in third quarter
Stronger loans buttress ANZ profits, suppress RWAs
Gross impaired assets fall A$400 million year to year
StanChart slashes $6.6 billion of RWAs
Two-thirds of reduction achieved through RWA efficiencies
BNP Paribas bolsters capital ratio on First Hawaiian sale
CET1 capital increases €516 million in third quarter
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
Corporate loan RWAs doubled by standardised approach
RWA densities for corporate loans under standardised approach stand at 94%, for A-IRB just 43%
Morgan Stanley RWAs drop as loans fall and VAR dips
Standardised RWAs fall 4% to $370 billion
Wells Fargo cuts $24 billion of RWAs
Optimisation efforts preserve capital ratio despite $14.5 billion of cash returns to shareholders
Standardised market RWAs on the rise at EU banks
Standardised approach-generated RWAs increase €4.7 billion across 12 banks
UK banks build up risk in Q2
Total RWAs were up £57 billion, from £2.89 trillion to £2.94 trillion
Modelled market risk falls for UK banks as standardised risk rises
Barclays had the lowest percentage of market RWAs calculated under IMA, at 49.6%, and Lloyds Banking Group the highest, at 86.1%
JP Morgan cuts op risk RWAs by $12.5 billion
Operational RWAs down to $387.6 billion from $400 billion in the second quarter
Swiss banks’ market risk drops by $12 billion
Lower risk levels drive quarter to quarter fall
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
US banks curb market risk
G-Sibs cut $31 billion of market RWAs in three months to June