Articles by Joshua Walker
Cross-border credit posts biggest rise since Covid
Derivatives claims on overseas NBFIs rise 16% to $2 trillion
Mizuho bucks trend with ¥5.7trn JGB build-up
Valuation losses ease as those at SMFG and SMTG climb
UBS VAR nearly doubles to hit decade high
Hedging activity behind spike as equity markets withstood Iran turmoil
Digital deposits blunt India’s LCR overhaul
Higher run-off rates drive up stressed outflows at HDFC and ICICI, offsetting relief for wholesale funding
Qatar National Bank write-offs hit $1.8bn in Q2
Stage 3 clean-up eclipses previous quarterly high set at end-2025
Have CCPs got better at absorbing shocks?
Data suggests most CCPs weathered the Iran-war disruption, but shock frequency is starting to bite
SEB model shifts nearly treble standardised RWAs
Baltic portfolio transfer lifts credit RWAs and shaves 16bp from CET1 ratio
Risk density and capital requirements inversely related – FSI
Report says jurisdictions could be choosing between higher capital requirements or model restrictions
JP Morgan’s negative AOCI widens in Q2
Three US G-Sibs report larger unrealised losses, but Citi bucks the trend
US banks add $75 billion of CRE as concentration risks recede
Portfolios grow at fastest pace in nearly three years, while exposure above regulatory thresholds drops
CCP liquid resources pivot to secured commercial bank cash
Eurex, CME and ECC drive jump in reverse repo-linked liquidity buffers in Q1
CCP liquidity risk measures hit highs in Q1
LCH, HKEX, JSCC and OCC set payment obligation records