Data
RBC, Scotiabank securitisation RWAs hit record highs
SEC-SA RWAs rise 23% across major Canadian banks, led by C$1.5bn increase at RBC
Kookmin’s SFTs surge 40% on higher repo
Record securities financing transactions contributes to 15bp leverage ratio drop
Barclays, SocGen lead European banks to new corporate SRT highs
Corporate loan retained exposures up $31bn at European G-Sibs
Basel III capital hit on G-Sibs jumps sixfold in H2 2025
Estimated increase in Tier 1 requirements rises to 1.8% – highest since 2023
UniCredit CVA RWAs double amid Commerz stake build-up
Bank cites strategic transactions as driver of the surge
Five Korean banks set records for non-operational deposit outflows in LCR
Wholesale funding and money market deposits rise as retail deposit flows slide
European UST holdings overtake Asia for first time
China and Japan see declines in US Treasuries while UK holdings approach $1trn
CCB’s securitisation risk-weighted assets nearly quadruple
Residential mortgage securitisations held as investor rise 42-fold in six months
UBS swaps funds spike 77% in August
Futures commission merchant reports highest customer funds since Credit Suisse takeover
Commodity and equity derivatives drive record liability gap at UK banks
Net derivatives balance narrows to lowest in a decade as liabilities rise faster than assets
JSCC’s cash securities division chalks up biggest-ever stress breach
Stress loss in excess of initial margin eclipsed default resources by ¥6.8bn in Q2
Santander takes 90% share of European G-Sibs’ mortgage SRTs
Retained residential mortgage exposure at Spanish bank rises €4.3 billion in H1 2026
Bank of China’s CVA exposures soar ahead of peers
The bank leads Chinese G-Sibs to log the largest quarterly increase on record
Equity swaps notional jumps by record $766bn at US G-Sibs
Notional rises 16% to $5.5 trillion in Q2, outpacing options growth
Euronext, Ice Europe default funds reach new peaks
Member contributions surge in Q2 as skin-in-the-game fails to keep pace
Market RWAs surge at mid-sized banks in Q2
Mizuho Americas adds $3.6 billion, while Northern Trust posts 212% increase
OCC initial margin hits record $223bn after 38.1% surge
Client net requirements nearly double in Q2 as ECC and HKSCC also set new highs
JP Morgan leads US banks to highest derivatives exposure in a decade
BNY, Goldman and Wells Fargo at all-time highs
CCIL leads CCPs with record margin calls
ECC calls most margin in five years ahead of first emissions auction
Equity revenues at largest US banks double
G-Sibs’ equity securities and index revenue surges to $27 billion
US G-Sibs’ mark-to-market equity derivatives liabilities top $200bn
Goldman leads record $105 billion quarterly widening in US banks’ negative fair value
Liquidity risk spikes at Eurex, JSCC, NSCC
New highs for stressed payment obligations set at three CCPs
JP Morgan drives US G-Sibs’ equity shorts to record $356 billion
Bank accounts for nearly half of Q2 increase as rising equities push up short liabilities
NSCC issues record $27.6bn margin call in Q2
Required IM hits all-time high as posted cash nearly doubles