Bank models create RWA variation, says EBA

Half of the variation between banks’ risk-weighted assets cannot be explained by differing balance sheet structures and regulation, but may instead be down to the banks’ own methods for calculating their RWAs, the European Banking Authority (EBA) has found.

  • 27 Feb 2013

RWAs form the denominator of a bank’s capital ratio, and thus a bank using a measure that produced lower RWAs would appear to have a healthier balance sheet.

The amount of common equity and total capital banks must hold against risk-weighted assets has risen sharply since the onset of ...

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Bookrunners of Global Covered Bonds

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 UniCredit 10,283.03 88 6.01%
2 HSBC 9,924.14 51 5.80%
3 LBBW 8,393.04 48 4.91%
4 Natixis 7,239.94 37 4.23%
5 UBS 7,025.55 38 4.11%

Bookrunners of Global FIG

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 Bank of America Merrill Lynch 55,206.99 242 6.09%
2 JPMorgan 52,212.25 269 5.76%
3 Citi 52,120.64 279 5.75%
4 Morgan Stanley 40,788.75 219 4.50%
5 HSBC 36,149.72 224 3.99%

Bookrunners of Dollar Denominated FIG

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 Bank of America Merrill Lynch 45,511.73 199 11.65%
2 JPMorgan 41,640.01 205 10.65%
3 Citi 40,920.97 214 10.47%
4 Morgan Stanley 30,035.65 150 7.69%
5 Goldman Sachs 27,561.22 260 7.05%

Bookrunners of Euro Denominated Covered Bond Above €500m

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 Natixis 5,939.43 23 6.77%
2 LBBW 5,403.66 21 6.16%
3 UniCredit 5,082.55 24 5.79%
4 HSBC 5,076.13 19 5.78%
5 Credit Agricole CIB 4,965.07 22 5.66%

Global FIG Revenue

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 02 May 2016
1 Morgan Stanley 365.83 497 7.62%
2 JPMorgan 332.66 618 6.92%
3 Bank of America Merrill Lynch 299.89 590 6.24%
4 Goldman Sachs 276.71 375 5.76%
5 Citi 264.54 592 5.51%

Bookrunners of European Subordinated FIG

Rank Lead Manager Amount €m No of issues Share %
  • Last updated
  • Today
1 Barclays 6,170.54 15 14.33%
2 UBS 4,233.38 20 9.83%
3 BNP Paribas 3,846.71 16 8.93%
4 Credit Agricole CIB 3,549.81 11 8.24%
5 HSBC 2,321.22 16 5.39%