Page 44 - Isk Quantum News Today

EBA data shows lenders whose capital benefitted most from transitional loan-loss relief also have skinniest CET1 capital ratios

Regulator-devised models have been capturing a bigger chunk of RWAs through the pandemic

BNY Mellon, Citi and Wells Fargo saw their headroom shrink from a year ago

RWA density edged higher at two dealers in the third quarter

Different inputs and calculator formulae pose dual test to US banks

On aggregate, requirements connected to commodity positions fell the most, down 28% from end-June

Largest loss-to-VAR ratio at the firm was highest among 10 US intermediate holding companies

Latest quarterly increase, alongside that of Bank of America and State Street, bucks the trend across top US banks

European, Canadian and UK banks are too big to fail because of their cross-border activities, Chinese and Japanese banks because of their size

On aggregate, the top 30 banks shrunk notionals by 7% year on year