Deputy editor, Markets
Alessandro Aimone is the deputy editor of Risk's Markets desk.
He previously worked as a staff writer for Risk Quantum. Prior to joining Risk, he worked as a staff writer for FX Week.
Contact Alessandro at: +44 (0)20 7316 9125 or [email protected].
BAML expands these assets by 2.5% quarter-on-quarter to $921 billion
At UBS, 37.5% of its market risk capital requirement was for risks-not-in-VAR
Instruments denominated in non-G10 currencies accounted for 3.8% of average daily turnover in April 2019
Overnight index swaps made up 31.5% of daily average turnover in April
86% of all euro-denominated contracts handled in the UK in April 2019, up from 75% in 2016
Credit Suisse has also reduced the portion of its credit RWAs calculated using internal models
But UK CRR leverage ratios still higher than eurozone rivals
Aggregate provisions for credit losses up 0.7% quarter-on-quarter at “Big Five”
Ratio of RWAs to leverage exposures averages 44.7% at US G-Sibs
Default fund contributions shrink 19%, but members’ initial margin payments climb
Total value of derivatives assets and liabilities with overseas lenders hits £2.09 trillion
Wind down of overseas investments expected to increase CET1 capital ratio by 50bp
Additional leverage buffers raise minimum required ratios well above 3.25% floor
Market risk capital requirement jumps to C$695 million on value-at-risk surge
All bar one G-Sib see net derivatives cash outflows increase year-on-year
Dutch bank has current MREL ratio of 27.8%, compared with target of 28.58%