Risk Quantum/Morgan Stanley
US G-Sibs’ trading revenue ebbs to four-quarter low
Credit and rates income slump as Citi posts the sharpest decline
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
US banks tread carefully after record stress buffer cuts
Lower SCBs take effect, but capital deployment remains restrained
Credit derivatives surge to nine-year high at top US banks
$1.35 trillion notional added as banks ramp up CDS activity
US banks diverge from global peers on OTC clearing
Clearing rates fall in US as UK, Europe and Canada push higher
Morgan Stanley marks biggest risk category swing in 2025 G-Sib test
Substitutability overtakes complexity at US bank for first time
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