Data
UBS hit with $761m capital add-on for uncollateralised hedge fund lending
Finma imposes Pillar 2 buffer over Archegos-style exposures
JP Morgan’s equity VAR hit GFC levels in March
Bank blames now-matured client position for temporary risk surge
Two years after SVB, EVE transparency remains sluggish
Only three US banks began publishing EVE figures since 2023
Wells Fargo’s commodity book hits record size after 36% surge
Notional growth far outpaces Wall Street heavyweights
Basel III prompts Scandi banks to redraw credit risk
Danske, Handelsbanken and Nykredit scale back A-IRB under new rules
Morgan Stanley’s RWAs top $500bn after biggest jump since 2020
Derivatives and SFTs propel bank’s RWAs to record high
Basel III overhaul adds €85bn to EU banks’ op RWAs
BNP Paribas, Soc Gen and SEB see largest rises in absolute terms
CRE non-accruals still rising at Western Alliance and Valley National
Troubled CRE loans rise further in Q1 despite rate cuts and loan modifications
JP Morgan’s VAR limits blown twice during haywire Q1
Breaches add to the two regulatory backtesting exceptions sustained the previous quarter
BNP Paribas’s CVA risk charges swell 56% on Basel III overhaul
Impact of new formulas is largest yet for a G-Sib
Societe Generale rejigs liquidity buffer towards sovereign bonds
Central bank cash at smallest share since before pandemic
First Chinese TLAC ratios trail global peers
Bank of Communications’s 18.7% TLAC lowest among 28 G-Sibs
Dollar dip erodes AmEx’s overseas hedges by $198m
FX swaps shielding foreign equity stumble as greenback retreats
Systemic risk jumps at Chinese G-Sibs in 2024
OTC derivatives and securities volumes drive sharpest increases in 10 years
Basel III switch sends BNP Paribas’s op risk charges up 60%
Blow-up follows shelving of AMA model previously underpinning over two-thirds of op RWAs
Tariff turmoil drives $31bn margin surge at FCMs
JPM and Goldman lead futures brokers to record margin highs amid Trump tariff shock
Fed’s proposed SCB tweak would free $20bn of capital at US banks
Averaging of stress test-based inputs over two years would reduce current add-ons by up to 60bp
Synthetic deals drive securitisation RWA surge at EU banks
BNP Paribas and RBI lead Q4 rise
One year on, EU banks get greener as GARs grow
Contentious green asset disclosures show improvements for most major European banks in 2024
China’s top banks bulk up liquidity as global peers trim buffers
US G-Sibs continue to trail with lowest median LCR since 2021
SVAR surges gird Europe’s trading books in H2 2024
UniCredit and UBS lead pack with hottest gauges in half a decade
BNP Paribas tops European ship finance table with €20bn book
US tariffs cast shadow over banks’ shipping exposures
JPM boosts credit loss provisions to highest levels since 2020
Allowances up to $28bn driven by worsening economic outlook
Australian banks’ leverage exposures surge to new highs
ANZ leads pack as leverage ratios slide