Risk Quantum/Citi
JPM gripes over Fed G-Sib surcharges tweak
Disentangling RWAs from STWF indicator would dampen surcharge relief under endgame proposal
US banks lose appetite for Treasuries as G-Sibs turn to trading book
Two-year surge in non-trading USTs plateaus as HFT bonds tick up
Fed review of mortgage servicing risk-weight to help Western Alliance most
Bowman proposal to revisit 250% risk-weight could reshape $92 billion of RWAs
US banks tread carefully after record stress buffer cuts
Lower SCBs take effect, but capital deployment remains restrained
Credit derivatives surge to nine-year high at top US banks
$1.35 trillion notional added as banks ramp up CDS activity
Barclays Capital F&O funds jump past $20bn, narrowing gap with Citi
Customer and total funds rose in early November as most FCMs reported declines
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
Morgan Stanley set for biggest reset under softened eSLR
Bank’s leverage utilisation to fall from over 90% to 64% under new buffer