Risk Quantum/Basel Committee on Banking Supervision (BCBS)
Lenders favour eurozone non-bank borrowers
Cross-border claims on the euro area grow for the first time since Q2 2016
One-quarter of market risk not modellable
US banks have largest portion of capital requirement set by the SA
Banks divided on op risk approaches
EU banks favour standardised approach, North American and Australian lenders the AMA
Standardised approaches lose out in FRTB update
Ratio of standardised approach to IMA capital estimated to increase
G-Sib leverage makeups differ by region
Median US G-Sib has higher share of exposure measure made up of derivatives and repo than EU peer
Cross-border risks drive European G-Sib scores
Basel method shows cross-jurisdictional activity makes up 30.8% of banks’ total G-Sib scores
Custody banks add $1.2trn assets, BNY Mellon overtakes State Street
The combined total hit $93 trillion at end-September
Basel and Fed G-Sib methods pose dual test to US banks
Different emphasis of rival frameworks could frustrate bank efforts to reduce systemic risk
TD Bank on verge of G-Sib capital jump
Cross-jurisdictional activity behind ramp-up in Canadian bank's systemic riskiness
Leverage ratio unpopular among non-Basel countries
Few jurisdictions use measure to backstop risk-based capital frameworks
G-Sib indicator change would hike JP Morgan surcharge
US bank would swallow 3.5% G-Sib surcharge if substituability cap lifted
Costs deter clearing clients from using back-up dealers
End-users say using more than one clearing broker doesn't make economic sense
Deutsche largest derivatives bank in 2017
German dealer accounted for 8% of total notionals across 75 largest banks