Articles by Lea Mok
No progress on US banks’ EVE transparency in H1
Less than half of banks analysed disclose figures for key measure of long-term interest rate sensitivity
US banks see record relief in stress capital buffers
Average buffer falls 62bp amid strong stress test showing
BNPP, Deutsche among EU banks hit by VAR breaches in April
Sharpest rise in backtesting exceptions since 2022 Ukraine war shock largely linked to tariff chaos
Large US banks pile up CVA charges amid tariff shock
JP Morgan’s CVA risk-weighted assets saw largest jump in second quarter since Covid-19
Barclays logs five VAR breaches amid tariff turmoil
Bank’s regulatory VAR model loses green status for the first time since 2018
Cross-border lending to NBFIs hits record $678bn in Q1
Half of international bank credit flows to shadow banks, despite growing regulatory concerns
Santander loan portfolio hardest hit in EBA stress test
Simulated credit losses among 64 lenders top €394bn, up 14% from previous exercise
Barclays edges past BofA in client swap margin
UK bank reclaims fifth spot in FCM ranking as margin tops $21bn
Danske shrinks CVA capital charges 44% after hedge revamp
Credit protection buying spree helps cut capital requirements to lowest level since 2014
Citi’s modelled RWAs outpace standardised by record $152bn
Widening RWA output gap puts Collins floor back in spotlight