Risk Quantum/State Street
JPM stands alone as substitutability cap reins in G-Sib score
Bank of America crosses 500bp threshold for first time, as Basel continues review
Ditching Fed’s method 2 could unlock $112bn for top US banks
JPM and BofA could see largest capital gains if US G-Sib surcharge approach dropped, amid speculation of a framework overhaul
US banks’ cash holdings jump $79 billion in Q2
Cash reserves up 4%, in biggest rise since 2023
US banks’ OTC derivatives climb to new highs amid tariff woes
Notionals up more than 7% in largest Q2 jump on record
US G-Sibs’ liquidity buffers swell amid record net cash outflows
Median LCR falls to 114.7%, lowest level since pandemic
US G-Sibs set to reclaim $6.6trn in leverage room under eSLR reform
Replacement of fixed 2% buffer with variable add-on could cut requirements by up to 150bp
China’s top banks bulk up liquidity as global peers trim buffers
US G-Sibs continue to trail with lowest median LCR since 2021
US banks held record $78bn in equity collateral before market crash
Stocks made up 11% of dealers’ OTC derivatives collateral at end-2024 – highest ever reported
SLR relief for Treasuries would lift median banks’ ratio by 57bp
Charles Schwab and Goldman Sachs set for biggest boost if Covid-era relief returns