Articles by Joshua Walker
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
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