Risk Quantum/Federal Reserve
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
Pinnacle-Synovus merger could create cat IV bank by year-end
$100bn threshold breach looms, but Fed’s Bowman plan could blunt impact
Bowman’s GDP-linked proposal would lift bank thresholds by 42%
Recalibration would push five banks out of category III and leave Synchrony and Flagstar below the large-bank line
JP Morgan attracts bigger add-on from Fed’s G-Sib scoring
Methodological divergence with Basel Committee results in double the surcharge
How window-dressing distorts US repo markets
Banks crush their repo balances periodically to massage systemic indicators, with far-reaching consequences for borrowing rates
Morgan Stanley set for biggest reset under softened eSLR
Bank’s leverage utilisation to fall from over 90% to 64% under new buffer
Fed’s new LFI regime most lenient since 2020
Revised rating system could cut not-well-managed share to its lowest since framework’s introduction
FICC takes record bite from MMF repo investments
Funds shift cash from the Fed’s ON RRP as cleared repos hit $1.11trn
Default risk overtakes credit spreads in Japan's first year under FRTB
Securitisation charges lift a bigger slice of banks’ market risk requirements