Interested in financial debt recent development? Look at Relative Value Analysis…
Financial Debt Monitor – April 2020
Interested in financial debt recent development? Look at Relative Value… Analysis…
Newsletter – April 2020
Topics: COMB – Fixed Income Security Monitor, Relative Value Analysis, Earnings season, Swiss banks bow to pressure, Fed eases some bank leverage rules, Bad bank idea.
EU banks sail through the Corona crisis with sound capital ratios
The European Banking Authority (EBA) published its quarterly Risk Dashboard covering Q4 2019 data and summarising the main risks and vulnerabilities in the EU banking sector. Ahead of the Corona crisis, EU banks’ capital ratios and asset quality have improved. However, return on equity (RoE) has further worsened.
EBA updates impact of the Basel III reforms
The European Banking Authority (EBA) published two Reports, which measure the impact of implementing the final Basel III reforms and monitor the current implementation of liquidity measures in the EU. Overall, the EBA estimates that the Basel III reforms, once fully implemented in 2028 after the additional delay of one year agreed by the Basel Committee, would determine an average increase by 16.1% of EU banks’ Tier 1 minimum required capital. The liquidity coverage ratio (LCR) of EU banks, which was fully implemented in January 2018, stood at around 147% on average in June 2019.
Financial Debt Monitor – March 2020
Interested in financial debt recent development? Look at Relative Value… Analysis…
Newsletter – March 2020
Topics: New version of COMB 2.5.22 was released, Simplifying capital rules, Fed eases some bank leverage rules, Corporate and financial debt, Big banks suspend buybacks, Drawing from Fed’s discount window, Single Resolution Board (SRB) publishes ‘Expectations for Banks’.
Senior Non Preferred Asset Swap Spreads by Country
Source: Bloomberg as of Dec 31, 2019
EBA – Risk Dashboard
The EBA Risk Dashboard is part of the regular risk assessment conducted by the EBA and complements the Risk Assessment Report. The EBA Risk Dashboard summarises the main risks and vulnerabilities in the banking sector in the European Union (EU) by looking at the evolution of Risk Indicators (RI) among a sample of banks across the EU.