Articles by Joshua Walker
Japan Post’s HTM markdowns grow 21% in Q3
Markdowns on securities hit record ¥2.7trn
Thrown under the Omnibus: will GAR survive EU’s green rollback?
Green finance metric in limbo after suspension sees 90% of top EU banks forgo reporting
DFAST model changes would boost capital ratios
But category IV banks would suffer amid PPNR overhaul
Citi first to adopt Fed’s two-year SCB average in capital target
Bank’s 12.8% CET1 target reflects proposed averaging rule, pushing capital goal up $2.4bn
Basel III reforms expected to lift large bank capital requirements by 2.1%
Latest BCBS analysis highlights increased capital needs from the output floor
Ditching Fed’s method 2 could unlock $112bn for top US banks
JPM and BofA could see largest capital gains if US G-Sib surcharge approach dropped, amid speculation of a framework overhaul
European exchange-traded IR derivatives balloon in H1
New highs in F&Os mirror OTC derivatives growth in BIS survey
First Citizens records steepest climb in HFI loan risk-weights
Regional lender led US banks in HFI risk-weight growth in Q2 as scrutiny of loan books deepens
SFT exposures surge at EU banks
Jump in repo and securities lending activity across 31 European dealers elevated total exposures to €802bn in H1
UK CCPs see gradual shift toward foreign clearing members
North America and Asia-Pacific clearing houses remain dominated by domestic members
Volatile Q2 reshapes margin composition at top CCPs
JSCC introduces new cash collateral method, CME sees gold hit record high
JPM Securities holds fifth of F&O customer funds
Gap to second-largest FCM widens to record high as segregated funds surpass $70bn