Data
ICBC’s equity fund RWAs surged fivefold in Q3
Less risk-sensitive mandate-based approach drives Chinese bank’s spike to record high
Fed’s new LFI regime most lenient since 2020
Revised rating system could cut not-well-managed share to its lowest since framework’s introduction
US G-Sibs rediscover appetite for less-liquid HQLAs
Aggregate eligible Level 2A assets rise to $110bn while median LCR falls to record low
ABN Amro shifts 70% of credit risk to standardised approach
RWA increase from portfolio migration in Q3 offset by regulatory add-ons removal
Market RWAs climb to new highs at top Chinese banks
Bank of China, China Construction Bank and Shanghai Pudong Development Bank set records for second successive quarter
Huntington, Fifth Third set to become cat III banks in 2026
Purchases of Cadence and Comerica expected to lift assets above $250bn threshold, triggering stricter regulatory requirements
Euro credit growth catches up with dollar in global flows
Cross-border lending hits $37trn as euro flows gain ground
Popular sees highest NPL inflow since 2012
Telecoms and hotel loans behind $242 million in new NPLs in Q3
FICC takes record bite from MMF repo investments
Funds shift cash from the Fed’s ON RRP as cleared repos hit $1.11trn
Default risk overtakes credit spreads in Japan's first year under FRTB
Securitisation charges lift a bigger slice of banks’ market risk requirements
Lower SCBs bring Citi, JPM close to Collins floor
Uncertainty lingers amid Fed proposal on SCB averaging and push to scrap the floor
Japan Post’s HTM markdowns grow 21% in Q3
Markdowns on securities hit record ¥2.7trn
BNP, Deutsche, SocGen face steep RWAs surge under FRTB SA
Pro forma disclosures for output floor show 2.5–2.8x increases if banks used only standardised formulas – far above peers
DFAST model changes would boost capital ratios
But category IV banks would suffer amid PPNR overhaul
Chinese banks drive global G-Sib liquidity coverage ratio to two-year low
The average G-Sib LCR falls to 136% as top Chinese dealers reverse 2024 gains
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
US banks’ CRE lending hits record in H1 despite sector stress
Smaller lenders drive $32 billion increase ahead of new regional losses
Basel III reforms expected to lift large bank capital requirements by 2.1%
Latest BCBS analysis highlights increased capital needs from the output floor
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
Stifel tops US banks in CLO concentration
$6.5bn CLO book equals over 15% of assets – triple the next US bank
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
European exchange-traded IR derivatives balloon in H1
New highs in F&Os mirror OTC derivatives growth in BIS survey
Hang Seng impaired loans surge past $7bn ahead of HSBC buyout
Residential mortgage impairments up 73% as CRE bad loans double
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