Risk Quantum/Goldman Sachs
FCM capital requirements surge to record highs
Buffers over minimums fall to decade lows as requirements outpace capital
Goldman tripped up by VAR in Q4
BNY and Citizens also record backtesting exceptions
US banks trim long-dated bonds to 10-year low
Medium-term securities reach record as 5+ year share hits decade low
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
Exposures with undisclosed risk-weights hit new highs at US banks
Assets in the ‘other’ category of standardised risk-weights grow to $700bn
Credit derivatives surge to nine-year high at top US banks
$1.35 trillion notional added as banks ramp up CDS activity
Equity VAR hovering near four-year high at US banks
Gauges of stock market risk rise 36% in just one year
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
US G-Sibs diverge on cashflow volatility
Maturity mismatch add-on hits peak at two banks and trough at two others