Tier 1 capital
Basel III output floor set to bind 25% of large banks
Risk-based capital requirements would constrain the largest share of international lenders
Basel III capital shortfall shrinks to €8bn
G-Sibs responsible for 77% of the aggregate deficit
European banks set for 17.6% capital hike under Basel III
Output floor expected to push Tier 1 capital requirements up 7.3% alone, latest BCBS monitoring report shows
ECB’s stress capital buffer still a ‘black box’ – banks
National regulators retain wide latitude to set Pillar 2 Guidance under new rules
Green bonds risk failing TLAC test
Europe’s banks – in their scramble to issue ethical debt – butt up against tough rules on loss-absorbing capital
CRR II pulls Crédit Agricole’s leverage ratio both ways
New capital requirements offset by ECB exposure relief
After bruising EU model review, banks ask: ‘Why bother?’
Post-Trim changes erode capital savings from internal models while raising their running costs
Capital One’s Tier 1 leverage ratio climbs 70bp in Q2
Higher AT1 reserves helped boost the leverage adequacy to 12.4%
End of SLR relief weighs on JP Morgan
All eight US systemic banks saw their supplementary leverage ratio drop in Q2
Citi’s SLR falls as Fed relief ends
Bank’s ratio sits 90bp above regulatory minimum as US Treasuries and excess reserves return to weigh on total exposures
Banks’ DFAST performances even out
Analysis shows a more nuanced distribution of post-stress results
EU bail-in debt sales plummeted 47% in H2 2020
Effects of pandemic continue as MREL-compliant liabilities drop, SRB figures show
Archegos fiasco clips Credit Suisse’s capital ratio
CET1 ratio will be “at least” 12% for Q1
BoE to test UK banks against double-dip Covid recession
Stress simulation falls short of actual coronavirus crisis shock to the UK economy
Smaller US banks grew faster than larger rivals in Q3
Lenders less than $1 billion in size increased loans 16% over the quarter
Regional banks, FBOs found second round of Fed tests tougher
DB, HSBC, PNC, US Bancorp and TD Group saw their peak-to-trough CET1 ratio depletion increase most
Intesa’s RWAs bloat on UBI merger
Credit risk-weighted assets increased 16% post-takeover
BofA the outlier as most US banks improve SLRs in Q3
Aggregate Tier 1 capital climbs 2% in Q3
Regional US banks outpace giants on loan growth
Banks $3-10 billion grew 19% over Q2
US banks’ leverage soared in Q1 before Fed’s reprieve
JP Morgan alone saw leverage exposure climb $112 billion
Banks fear time-limit on Fed leverage ratio reprieve
Capital constraints not covered by relief also weigh on balance sheet strategy
EU banks short €178bn of MREL requirements
117 resolution entities report bail-in bond and capital shortfalls
UniCredit to liberate capital on Pillar 2 change
Bank targets 50% payout ratio
Commerzbank plumps capital buffer with AT1 bond sale
Bail-in instrument helps expand buffer above MDA limit to around 220bp