The eight European global systemically important banks (G-Sibs) reported a €5.3 billion (4%) drop in market risk-weighted assets (RWAs) over the three months to end-September.
Banco Santander posted the largest reduction of the group, with market RWAs falling by €2.2 billion, or 9%, to €22.6 billion in the quarter.
Credit Agricole disclosed a €1.5 billion (11%) reduction, BNP Paribas €1.3 billion (7%), Societe Generale €1.2 billion (7%) and Deutsche Bank €200 million (1%).
Groupe BPCE, the
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact info@risk.net to find out more.
You are currently unable to copy this content. Please contact info@risk.net to find out more.
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email info@risk.net
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email info@risk.net
More on Risk Quantum
ABN Amro takes €1.7bn RWA add-on from credit models rejig
Just over 40% of credit risk RWAs still calculated under the A-IRB approach, down from 90% two years ago
Japanese banks reap ¥9trn RWA savings from FRTB switch
Tokyo’s dealers fare better than overseas rivals on new CVA and market risk approaches
BBVA’s takeover of Sabadell would shrink its leverage ratio
New entity would have lowest ratio since 2020
US MMFs’ cleared repos top half-a-trillion dollars
FICC-routed transactions increased 52% in the 12 months to April
Client margin up 5% at Barclays’ F&O unit in March
US clearing unit overtakes Citi to reclaim sixth place among FCMs by required funds
Lloyds’ standardised market risk charges tripled in Q1
Hedging-related setback pushes market RWAs to an all-time high
NYCB turns to repos, discount window in cash-hoarding push
Bank had previously supplemented funding needs almost exclusively with FHLB advances
HSBC, StanChart SVAR charges hit multi-year highs
Stressed trading-loss measure makes up 43% of banks’ modelled market risk charges
Most read
- Too soon to say good riddance to banks’ public enemy number one
- FRTB start dates must align globally, says European Commission
- Basel triggers new tussle on anti-Archegos rules