Articles by Joshua Walker
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
Iran turmoil lifts CCP margin to new peak
Ice, JSCC and ECC among clearing houses posting sharp Q1 increases
Ice rates contracts leapfrog CME SOFR in June
Ice rates open interest hits $62.3trn as euro and sterling hedging demand climbs
RJ O’Brien transfer propels StoneX into top 10 FCMs
Customer funds jump 61% after futures services move across
DFAST averaging reform would hit 75% of tested banks
Sixteen out of 22 lenders tested in both 2025 and 2026 would face higher CET1 depletion
Eleven US banks end DFAST at key capital lows
BMO US, RBC US and TD US only firms to also stay at nadirs across leverage and SLR ratios
DFAST 2026: SCB freeze denies 16 banks capital relief
Lower DFAST depletion would have cut buffers for many, but First Citizens avoids higher SCB
Affiliate repo accounts for sixth of US market – OFR brief
Internal trades carry significantly lower haircuts than non-affiliate repos
Six banks fall short of full DFAST buffers
DB USA and HSBC North America post largest all-in CET1 shortfalls, while new entrant First Citizens also misses