Risk Quantum/Mizuho Financial Group
Mizuho leads FCM customer fund surge after Iran war
F&O balances jump 51% at Japanese dealer as industry hits fresh heights
FRTB may bite harder for Europe’s CVA modellers
Farther reach of advanced approach and lighter load on total requirements mean limited takeaways from Canada and Japan’s implementation
Japanese banks’ bond strategies diverge amid interest rate shifts
MUFG increases JGB portfolio duration to four-year high, while SMFG and SMTG take opposite bet
Morgan Stanley overtakes BofA as third-largest FCM by margin in 2024
Marex and Deutsche see sharpest upticks in required client margin for F&O, while Wedbush and Mizuho fall furthest
Japanese G-Sibs see 9% surge in op risk charges
Rising profits drive record RWA growth under new Basel framework
Mizuho faces steepest capital squeeze from Basel floor
Fully floored RWAs would cut core capital ratio by 244bp, the sharpest drop among Japanese megabanks
Marex leapfrogs three FCMs with record F&O margin
New clients, trading activity surge and higher margin rates drive increase at UK broker
Mizuho Americas has highest non-core funding ratio of any US bank
High-level measure of duration mismatch is three times that of next bank, BNP Paribas USA
Japanese banks far apart on credit model efficiency under Basel III
MUFG lowered credit and CCR charges the most among country’s top dealers
Norinchukin’s paper losses double to record high
Latest AOCI fluctuation knocks 29% off CET1 capital