Risk Quantum/Bank of America
Barclays edges past BofA in client swap margin
UK bank reclaims fifth spot in FCM ranking as margin tops $21bn
Morgan Stanley, Goldman to benefit most from TLAC and LTD reform
Fed’s eSLR overhaul slashes requirements for large US banks, ushering in lighter capital demands
Seven banks fall short of full capital buffers in DFAST 2025
DB USA posts largest gap, with four G-Sibs also dipping below their full requirements
FCM swaps margin climbs to record $173bn
Barclays, Bank of America and Royal Bank of Canada post all-time highs
US G-Sibs set to reclaim $6.6trn in leverage room under eSLR reform
Replacement of fixed 2% buffer with variable add-on could cut requirements by up to 150bp
US G-Sibs’ non-bank assets surpass $6trn for first time
After plateauing for years, non-bank asset shares surged in 2024, led by Citi and JPM
Global OTC derivatives jump €72trn in 2024
Europe, UK, Canada and China hit record highs, while US banks pull back
Unseasonal Q1 surge lifts US G-Sib scores to record highs
Latest systemic risk scores for JP Morgan, Citi, Goldman and Morgan Stanley could lead to extra 50bp to their respective capital surcharges
Volatile funding flows add $21bn to US G-Sib liquidity buffers
Q1 jump in maturity mismatch add-on is largest on record
US banks held $2.2trn of USTs on eve of tariff turmoil
AFS holdings hit record $1.04 trillion days before Trump’s tariff announcement pushed Treasury yields higher
Tariff turmoil drives $31bn margin surge at FCMs
JPM and Goldman lead futures brokers to record margin highs amid Trump tariff shock
Fed’s proposed SCB tweak would free $20bn of capital at US banks
Averaging of stress test-based inputs over two years would reduce current add-ons by up to 60bp