Risk Quantum/Barclays
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
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
Goldman chalks up highest VAR breach since pandemic
Nine breaches in total across 34 banks in Q3
Barclays dethrones JP Morgan as largest OTC derivatives dealer
UK bank’s notionals surged 12.6% to $49 trillion in 2023, G-Sib indicators show
Citi, Barclays raise FCM target residual interest 28% in June
Backstop funds also marginally up as a proportion of required customer funds
Barclays overtakes BofA on client margin for swaps
July figures make FCM fifth-largest by total margin in the US