Articles by Joshua Walker
Santander’s TLAC ratio drops to all time low
Leverage-based headroom narrows to 35bp in Q3 as eligible resources decline by €10bn
Hedge fund side-pocket assets jump 25% to record $146bn
Largest quarterly increase on record comes amid growing concerns over liquidity in private markets
KeyCorp locks in future rates with $6.8bn swaps additions
Forward hedges rise to $10bn as lender prepares for rate uncertainty
Japan Post unrealised losses climb to ¥5.7trn in Q3
Markdowns on HTM JGBs equal to 17% of book value
Rewriting the output floor: how EU reform options would split the banks
Making transitional relief permanent would offer the biggest cut by 2033, while market-risk changes would create winners and losers
US regionals take $18bn AOCI hit in Q3
Unrealised losses deepen as AOCI reaches 15% of CET1 capital
Basel G-Sib rule change could spare 24 banks reporting
Higher €350bn threshold would cut additional reporting pool by 60%
MMF Treasury holdings hit record $3.7trn in August
Funds increased direct UST investment 7.1% before September reversal
US corporate securities settlement failures hit four-year high
Primary dealers report $136 billion in failed settlements, second-highest weekly total since 2015
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