Articles by Joshua Walker
DZ Bank ditches slotting approach for project finance exposures
German bank transfers €8.6bn in RWAs to F-IRB methodology following regulatory approval
Commerz, Lloyds, BPCE top European banks for interest rate sensitivity
Eight lenders face potential EVE losses exceeding 10% of Tier 1 capital under rate shocks
European banks’ SFT exposures jump 14% to record €881bn
Eighteen of 29 lenders reach all-time highs; big repo and securities lending increases for German banks
JP Morgan, Wells Fargo AOCI losses double in Q3
Unrealised securities losses mount as rising yields depress valuations and hit CET1 capital
Kookmin’s SFTs surge 40% on higher repo
Record securities financing transactions contributes to 15bp leverage ratio drop
Five Korean banks set records for non-operational deposit outflows in LCR
Wholesale funding and money market deposits rise as retail deposit flows slide
European UST holdings overtake Asia for first time
China and Japan see declines in US Treasuries while UK holdings approach $1trn
UBS swaps funds spike 77% in August
Futures commission merchant reports highest customer funds since Credit Suisse takeover
Commodity and equity derivatives drive record liability gap at UK banks
Net derivatives balance narrows to lowest in a decade as liabilities rise faster than assets
JSCC’s cash securities division chalks up biggest-ever stress breach
Stress loss in excess of initial margin eclipsed default resources by ¥6.8bn in Q2
Euronext, Ice Europe default funds reach new peaks
Member contributions surge in Q2 as skin-in-the-game fails to keep pace
OCC initial margin hits record $223bn after 38.1% surge
Client net requirements nearly double in Q2 as ECC and HKSCC also set new highs