Data
Top US banks’ secured funding outflows grow to record $1.6trn
Stressed cash outflows hit new highs at all eight G-Sibs in Q2
Market RWAs surge across Chinese banks in Q1
Eleven of 13 lenders report increases as total hits record 2.97 trn yuan
Morgan Stanley joins Goldman below old 5% SLR threshold
Four US G-Sibs reach record-low ratios as leverage requirements ease
Japan Post’s unrealised losses surge to new record in Q2
Markdowns on HTM book account for nearly a sixth of face value
European banks rebuild AT1 capital stock
Additional Tier 1 capital up 26% since end of 2023
CCR RWAs spike across Asian banks in Q1 2026
Singapore and Hong Kong lenders see sharpest rise in a category banks disclose little detail on
Middle East risks lift StanChart Stage 2 loans
Early alert exposures rise $1.5 billion as conflict-related downgrades mount
Cross-border credit posts biggest rise since Covid
Derivatives claims on overseas NBFIs rise 16% to $2 trillion
Mizuho bucks trend with ¥5.7trn JGB build-up
Valuation losses ease as those at SMFG and SMTG climb
UBS VAR nearly doubles to hit decade high
Hedging activity behind spike as equity markets withstood Iran turmoil
Digital deposits blunt India’s LCR overhaul
Higher run-off rates drive up stressed outflows at HDFC and ICICI, offsetting relief for wholesale funding
FICC-cleared MMF reverse repos hit record high in June
Non-Fed reverse repos exceed $3 trillion for the first time
Barclays LCR hits three-year low as outflows rise
Net stressed outflows rise £9.4 billion while liquid assets hold steady
Huntington non-performing asset ratio hit highest since 2020
Non-accrual commercial and industrial loans rise 20% to record $986 million
AOCI losses widen at US regional banks
Rising Treasury yields put renewed pressure on AFS valuations
Qatar National Bank write-offs hit $1.8bn in Q2
Stage 3 clean-up eclipses previous quarterly high set at end-2025
Standardised RWAs bind JP Morgan’s CET1 ratio again
Bank was the last US G-Sib still bound by advanced CET1 calculation
BoE leverage overhaul could free up $9bn for UK banks
NatWest and Lloyds stand to benefit the most, while HSBC and StanChart face modest increases
SEB model shifts nearly treble standardised RWAs
Baltic portfolio transfer lifts credit RWAs and shaves 16bp from CET1 ratio
Modelled RWAs at systemic banks undershoot standardised by $441bn
Wells Fargo and Bank of America have largest gap between internal and regulator-set models
Risk density and capital requirements inversely related – FSI
Report says jurisdictions could be choosing between higher capital requirements or model restrictions