Risk Quantum/Bank of America
Credit derivatives surge to nine-year high at top US banks
$1.35 trillion notional added as banks ramp up CDS activity
JPM stands alone as substitutability cap reins in G-Sib score
Bank of America crosses 500bp threshold for first time, as Basel continues review
US G-Sibs post record secured finance flows in LCR
Q3 spike continues long-term shift toward secured funding and lending in liquidity stress scenario
US G-Sibs diverge on cashflow volatility
Maturity mismatch add-on hits peak at two banks and trough at two others
Bank of America leaps to fourth on global OTC derivatives ranking
Bank overtakes BNP Paribas, Morgan Stanley, Goldman and Citi with €8.3 trillion expansion in 2024
Morgan Stanley set for biggest reset under softened eSLR
Bank’s leverage utilisation to fall from over 90% to 64% under new buffer
BofA and ICBC lose, Deutsche wins in latest G-Sib audit
Latest assessment of systemic lenders brings capital relief to German giant
Record $95bn in equities sits with US banks as OTC margin
Stocks on par with US Treasuries in top dealers’ collateral trove
US G-Sibs rediscover appetite for less-liquid HQLAs
Aggregate eligible Level 2A assets rise to $110bn while median LCR falls to record low