Risk Quantum/Goldman Sachs
BofA, Citi, JPM slash $18trn of derivatives in latest window dressing effort
Systemic indicator reduction in Q4 keeps lid on trio’s capital surcharges
Five US banks hit record leverage exposures
Ballooning balance sheets leave Goldman, Morgan Stanley with razor-thin SLR buffers
Latest FDIC special assessment tougher than 2009 version
Most US banks face higher toll under new methodology
US FCMs wrap up 2023 with required customer funds toeing record high
Wells Fargo, BNP Paribas marked new peaks in December
Citi, JP Morgan bail-in buffers ebb above minimums
Duo’s long-term debt headroom closest to regulatory requirements among top US banks
Goldman, Barclays, MUFG reap largest G-Sib score cuts
Compressions driven by reductions in complexity and cross-border activity
US dealers’ leverage adequacy hits two-year high on repo compression
Lower repo exposures freed up capacity for derivatives and off-balance sheet items in third quarter
CRE books at Goldman, Morgan Stanley most laden with provisions
Duo increased allowance coverage fastest among top US banks since September 2022
Fed methodology adds as much as 2% to US G-Sib surcharges
Morgan Stanley’s binding add-on is three times as high as under Basel framework