Risk Quantum/Goldman Sachs
SLRs at four US banks sink to record lows on early rule switch
Goldman Sachs biggest beneficiary of softened minimum requirements
Limited RWA gains support rethink on Fed output floor
Advanced approaches cut RWAs only marginally across US banks
FCMs held record customer funds on eve of Iran war
F&O funds climbed 6% in February as seven brokers set new records
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