Risk Quantum/Barclays
End-quarter repo compressions still widespread at global banks
Erste sees biggest leverage boost among 41 banks from end-2025 SFT compression
BoE lowers capital benchmark for first time in a decade
Drop to 13% envisages 0.5pp decline in Pillar 2 add-ons after Basel III
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
Barclays logs five VAR breaches amid tariff turmoil
Bank’s regulatory VAR model loses green status for the first time since 2018
Barclays edges past BofA in client swap margin
UK bank reclaims fifth spot in FCM ranking as margin tops $21bn
Global OTC derivatives jump €72trn in 2024
Europe, UK, Canada and China hit record highs, while US banks pull back
China’s top banks bulk up liquidity as global peers trim buffers
US G-Sibs continue to trail with lowest median LCR since 2021
UniCredit tops Europe’s VAR breach leaderboard in 2024
Swedbank, Commerzbank and SocGen among model users repeatedly blindsided by volatility
Barclays’ SVAR hits record high in 2024
Macro and equities drive end-year spike, but market RWAs decline