Risk Quantum/Wells Fargo
Credit derivatives surge to nine-year high at top US banks
$1.35 trillion notional added as banks ramp up CDS activity
Morgan Stanley set for biggest reset under softened eSLR
Bank’s leverage utilisation to fall from over 90% to 64% under new buffer
Record $95bn in equities sits with US banks as OTC margin
Stocks on par with US Treasuries in top dealers’ collateral trove
US G-Sibs rediscover appetite for less-liquid HQLAs
Aggregate eligible Level 2A assets rise to $110bn while median LCR falls to record low
Citi first to adopt Fed’s two-year SCB average in capital target
Bank’s 12.8% CET1 target reflects proposed averaging rule, pushing capital goal up $2.4bn
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
Wells Fargo assets surpass $2trn as cap lift fuels expansion
Bank’s total assets rise $82bn in Q3, driven by federal funds, securities and loans
First Citizens records steepest climb in HFI loan risk-weights
Regional lender led US banks in HFI risk-weight growth in Q2 as scrutiny of loan books deepens
US banks’ cash holdings jump $79 billion in Q2
Cash reserves up 4%, in biggest rise since 2023