Data
Global bank equity dips $230 billion in Q2
UK banks post the largest dollar declines
Prudential Financial growth at odds with Sifi repeal
US insurer has increased derivatives and repo books; grown total assets
European ETDs make scattershot progress in 2017
Almost half of equity derivative notionals executed on exchange
State Street HQLA shift dampens investment yields
Allocations to agency mortgage-backed securities increase to 38.4% of portfolio total
Emir compels clearing surge
Share of cleared interest rate derivatives climbs to 58%
Deutsche Bank's risky corporate loan pile towers over peers
German lender has one-quarter of all high-risk corporate loans reported by EU big banks
EU derivatives market adds €55 trillion in 2017
Interest rate products account for 69% of gross notionals
US Bancorp cuts $87 million of soured loans
Ratio of toxic assets to total loans fall 19% quarter-to-quarter
Eurex default fund swells to €4.5 billion
Second quarter saw the second-largest quarterly increase since the CCP began reporting in 2015
Big UK banks have £278 billion exposure to ‘junk’ loans
Non-investment grade exposures make up 31% of total corporate exposures
Morgan Stanley RWAs drop as loans fall and VAR dips
Standardised RWAs fall 4% to $370 billion
Goldman VAR drops again in third quarter
The firm’s average daily VAR dropped $11 million (17%) to $53 million
Bank of America posts lowest LCR to date
The firm's LCR fell to 120% from 122% in third quarter
LCH units bolster liquidity buffers
Cash at central banks and with commercial banks higher in the second quarter
Wells Fargo cuts $24 billion of RWAs
Optimisation efforts preserve capital ratio despite $14.5 billion of cash returns to shareholders
JP Morgan shrinks loan-loss provisions by 35%
Total PCLs across all divisions totalled $948 million in the third quarter of the year
US banks’ internal stress tests vary
Choice of stress period affects market risk capital requirements
NSCC posts $137m margin breach
Securities CCP records largest margin shortfall since public disclosures began
European LCRs improve as cash outflows drop and HQLA rises
Greek banks' liquidity buffers lag far behind EU average
FICC concentration risk ebbs
Open positions in government securities held by ten largest clearing members falls to 37%
EU banks cut €67 billion in non-performing loans
Greece remains the country with the highest NPL ratio, at 45%, followed by Cyprus at 34%
Market risk capital requirements will soar come 2022
FRTB implies 54% capital uplift for G-Sibs
Output floor to constrain almost half of G-Sibs – Basel study
The Basel III output floor will impose the single largest Tier 1 capital requirement on 46% of G-Sibs