Risk Quantum/Goldman Sachs
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
HSBC leads global uptick in OTC derivatives clearing
Systemic banks cleared record €250 trillion in notionals in 2022
Citi propels G-Sibs’ OTC derivatives notionals to nine-year high
Bank leapfrogged Goldman as fourth-largest derivatives dealer after 20% jump over 2022
UBS, three Chinese banks face higher capital surcharges
Credit Suisse and UniCredit dropped from G-Sib list in latest systemic risk assessment
At US banks, paper losses on HTM securities hit new high
Bank of America leads way as mortgage-backed securities drive aggregate rise in Q3
Morgan Stanley grows overnight and open repos as rivals retreat
Dealer adds $30 billion on its book while peers shift to longer tenors
PacWest leads banks on NII growth decline
Deutsche Bank bucks positive European trend while NatWest leads UK negative growth in Q3
BofA’s VAR reels back to pre-pandemic level
Dealer leads large US banks on curtailing market risk
Goldman writes off $506m of intangibles in GreenSky disposal
Only sliver of original investment to return to CET1 capital