Citi bolstered CET1 ratio on eve of SA-CCR switch
Standardised RWAs dropped 5% in Q4, boosting the bank’s core ratio by 55bp
Source: risk.net
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Top News In Internal Models Today - Breaking & Trending Today
CME turns to Fed in rejig of liquidity pool
Central bank balances accounted for more than 70% of the CCP’s total liquidity buffer in Q3
Source: risk.net
SA extends reach over EU banks' market and op risk
Regulator-devised models have been capturing a bigger chunk of RWAs through the pandemic
Source: risk.net
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
Source: risk.net
Fed casts doubt on future of Basel internal models in US
Banks warn Fed cannot keep commitment to avoid Basel III capital hike if it forbids models
Source: risk.net