Lea Mok
Lea Mok is a data journalist on the Risk Quantum desk at Risk.net. She previously reported on leveraged loans, China credit and Hong Kong politics. She holds a master’s in Comparative Politics from LSE and a journalism degree from CUHK.
Follow Lea
Articles by Lea Mok
HSBC’s higher-risk NBFI loans nearly double
Stage 2 exposures rise 81% as an additional $1.8bn crosses quantitative risk thresholds
Market RWAs surge across Chinese banks in Q1
Eleven of 13 lenders report increases as total hits record 2.97 trn yuan
CCR RWAs spike across Asian banks in Q1 2026
Singapore and Hong Kong lenders see sharpest rise in a category banks disclose little detail on
Middle East risks lift StanChart Stage 2 loans
Early alert exposures rise $1.5 billion as conflict-related downgrades mount
FICC-cleared MMF reverse repos hit record high in June
Non-Fed reverse repos exceed $3 trillion for the first time
Huntington non-performing asset ratio hit highest since 2020
Non-accrual commercial and industrial loans rise 20% to record $986 million
Standardised RWAs bind JP Morgan’s CET1 ratio again
Bank was the last US G-Sib still bound by advanced CET1 calculation
BoE leverage overhaul could free up $9bn for UK banks
NatWest and Lloyds stand to benefit the most, while HSBC and StanChart face modest increases
US banks show little risk shift after eSLR relief
Lowest-risk exposures hit record, but BNY drives largest reallocation
Capital One projected card losses jump after Discover deal
Fed projects record $56bn credit card hit in first post-acquisition DFAST
Chinese G-Sibs’ credit charges hit post-Covid high
Agricultural Bank of China swings to record Q1 provision as loan-loss costs rise across country’s largest banks
Fed projects near-record CRE losses for US banks
Wells Fargo tops estimated losses as stress test scenario hits commercial property loans