Risk Quantum/JP Morgan
Megabanks boost repo exposures after SLR reform
Volumes of repo-style transactions at US systemic banks top $2.5trn, helping drive record-low SLRs in Q1
Basel III endgame: overall relief hides winners and losers
G-Sibs gain from surcharge reform while AOCI hits regional banks
AOCI deterioration resumes at US banks in Q1
JP Morgan records largest quarterly rise in unrealised losses
JP Morgan repo reliance hits 15-year high after Q1 surge
Fed funds and repo liabilities climb 62% to $717 billion
US G-Sibs ease off TLAC build as buffers plateau
Loss-absorbing buffers edged lower across most major banks at end-2025
SLRs at four US banks sink to record lows on early rule switch
Goldman Sachs biggest beneficiary of softened minimum requirements
JPM gripes over Fed G-Sib surcharges tweak
Disentangling RWAs from STWF indicator would dampen surcharge relief under endgame proposal
US G-Sibs’ trading revenue ebbs to four-quarter low
Credit and rates income slump as Citi posts the sharpest decline
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
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
Fed review of mortgage servicing risk-weight to help Western Alliance most
Bowman proposal to revisit 250% risk-weight could reshape $92 billion of RWAs
HSBC leads F&O funds surge in turbulent January
US FCM adds $2.1bn in customer funds in two weeks
US banks tread carefully after record stress buffer cuts
Lower SCBs take effect, but capital deployment remains restrained
Barclays, JPM drive surge in FCM funds in 2025
Futures, options and swaps customer funds log biggest annual jump since 2020
Apple credit card acquisition pushes JP Morgan above Collins floor
Modelled RWAs overtake standardised output for first time since Q3 2016
Credit derivatives surge to nine-year high at top US banks
$1.35 trillion notional added as banks ramp up CDS activity
BofA Securities defies year-end pullback with record F&O customer funds
December growth contrasts with broader FCM retrenchment from October peak
US banks diverge from global peers on OTC clearing
Clearing rates fall in US as UK, Europe and Canada push higher
Equity VAR hovering near four-year high at US banks
Gauges of stock market risk rise 36% in just one year