Lea Mok
Lea Mok is a data journalist on the Risk Quantum desk at Risk.net. She previously reported on leveraged loans, China credit and Hong Kong politics. She holds a master’s in Comparative Politics from LSE and a journalism degree from CUHK.
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Articles by Lea Mok
NatWest, HSBC leverage headrooms hit record lows
Banks buck UK peer trend ahead of BoE leverage ratio reforms
Westpac’s credit exposures surge on Aussie dollar moves
Bank adds A$1.5bn in CVA and CCR charges in latest quarter, driven by higher mark-to-market value of derivatives
Deutsche Bank bad loan charge hits record on CRE woes
Allowance against higher-risk property loans tops €1bn for the first time
Japan’s G-Sibs’ fallback fund RWAs top ¥1trn
SMFG drives 62% quarterly rise as MUFG cites methodology effects
HSBC’s higher-risk NBFI loans nearly double
Stage 2 exposures rise 81% as an additional $1.8bn crosses quantitative risk thresholds
Market RWAs surge across Chinese banks in Q1
Eleven of 13 lenders report increases as total hits record 2.97 trn yuan
CCR RWAs spike across Asian banks in Q1 2026
Singapore and Hong Kong lenders see sharpest rise in a category banks disclose little detail on
Middle East risks lift StanChart Stage 2 loans
Early alert exposures rise $1.5 billion as conflict-related downgrades mount
FICC-cleared MMF reverse repos hit record high in June
Non-Fed reverse repos exceed $3 trillion for the first time
Huntington non-performing asset ratio hit highest since 2020
Non-accrual commercial and industrial loans rise 20% to record $986 million
Standardised RWAs bind JP Morgan’s CET1 ratio again
Bank was the last US G-Sib still bound by advanced CET1 calculation
BoE leverage overhaul could free up $9bn for UK banks
NatWest and Lloyds stand to benefit the most, while HSBC and StanChart face modest increases
US banks show little risk shift after eSLR relief
Lowest-risk exposures hit record, but BNY drives largest reallocation