Risk Quantum/Federal Reserve
JP Morgan attracts bigger add-on from Fed’s G-Sib scoring
Methodological divergence with Basel Committee results in double the surcharge
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
DFAST model changes would boost capital ratios
But category IV banks would suffer amid PPNR overhaul
Citi first to adopt Fed’s two-year SCB average in capital target
Bank’s 12.8% CET1 target reflects proposed averaging rule, pushing capital goal up $2.4bn
US banks’ CRE lending hits record in H1 despite sector stress
Smaller lenders drive $32 billion increase ahead of new regional losses
Ditching Fed’s method 2 could unlock $112bn for top US banks
JPM and BofA could see largest capital gains if US G-Sib surcharge approach dropped, amid speculation of a framework overhaul
Wells Fargo assets surpass $2trn as cap lift fuels expansion
Bank’s total assets rise $82bn in Q3, driven by federal funds, securities and loans
BNP Paribas poised for fresh G-Sib score cut via intra-EU waiver
Carve-out facing US pushback compressed bank’s cross-border footprint 51% in 2024
Morgan Stanley SCB cut unlocks $4.2bn after rare Fed appeal win
Bank’s buffer falls 170bp, widening average cut across US banks subject to the regime to 66bp