Crédit Agricole
Over two years, UK G-Sibs levered up in contrast to EU peers
But UK CRR leverage ratios still higher than eurozone rivals
Credit risk grows share of big EU banks’ RWAs
Deutsche Bank leads the field, with credit RWAs increasing share of total by 294bp year-on-year
Risk density of US systemic banks trumps that of EU peers
Ratio of RWAs to leverage exposures averages 44.7% at US G-Sibs
People moves: Deutsche hires new treasury unit head; markets role for Barclays’ Pecot; Penney leaves HSBC, and more
Latest job changes across the industry
In liquidity buffer shake-up, Deutsche shuns cash
Central bank balances fall as share of liquidity buffer to 64% in Q2
EU banks increase systemic footprint
Values used for seven of 12 systemic risk indicators climb year-on-year
Natixis defers €120 million of trade profits in H1
French bank builds valuation reserve by 41% year-on-year
UK banks added OTC notionals in 2018 as EU peers cut back
Barclays, HSBC, Lloyds, Standard Chartered increased notionals by almost €15 trillion
Big EU banks’ Level 3 assets up 25% in 2018
Hard-to-value assets rise €35 billion year-on-year
People moves: CRO role for SG’s Ricke, Barclays continues hiring spree, new SwapClear head, and more
Latest job changes across the industry
Eurozone G-Sibs’ op RWAs fall €8.1bn in Q1
Deutsche Bank led the charge with €6.4bn reduction
Corporate loan exposures weigh on EU banks
Risk density across EU G-Sibs stood at 93% for corporate loan exposures
SME loans more capital intensive for big eurozone banks
Corporate loans to smaller enterprises attract high risk weightings
Eurozone G-Sibs’ swaps notionals fall €9.6trn in 2018
Deutsche Bank’s portfolio shrinks 16% year-on-year
Level 3 assets at eurozone G-Sibs swell to €82bn in 2018
IFRS 9 likely contributor to first increase in Level 3 inventories since 2014
Crédit Agricole’s head of forex options departs
Andrew Soper leaves French bank to pursue other opportunities
US banks’ liquidity buffers thinnest among G-Sibs
Mean LCR of US banks hits 122.5% in Q1
European and UK leverage ratios fall in Q1
UK banks had leverage ratios on average 26bp higher than their continental European peers
Banco Santander hit hard by IFRS 16
Average capital depletion across seven G-Sibs was 11bp
Single Resolution Fund fees jump at most large EU banks
Contributions fall for Deutsche Bank and Societe Generale
Fixing floaters: how the 10y10y rate can save FRNs
Experts from Crédit Agricole’s rates team explain how use of a forward euro fixing can bring positive carry and improve coupons
HSBC led EU G-Sibs on collateralisation in 2018
UK bank posted €908 billion for derivatives and SFTs as of year-end
SFT netting trails swaps at big EU banks
Netting wiped €1.5 trillion off nine G-Sibs' swaps exposures
Credit risk concentrations vary across big EU banks
The median G-Sib had roughly 60% of its credit portfolio exposed to counterparties outside its domicile