Data
ECB risk ratings find banks wanting
Fewer banks scored highly in SREP assessment than in 2017 and 2018
EU Pillar 2 charges hold steady in 2020
Capital add-ons range between 0.75% and 3.5% of RWAs in size
Top five clearing members dominate CCPs
Thirteen of 25 clearing services surveyed have 50% or more open positions in hands of top five members
‘Bad banks’ work best alongside capital injections – BIS
Those banks that did not get external funds struggled to improve even after using asset segregation schemes
At CCPs, sovereign bonds are top IM collateral
Government debt makes up 48% of IM on average among top clearing houses
UK firms lead in cross-border loans to shadow banks
Entities based in the UK had 20% of outstanding global loans to non-banks
Cross-border loans to shadow banks top $7trn
Overseas lending to non-bank financial institutions expands 17% in Q3
CECL drains $2.9bn from Capital One’s CET1
Core capital ratio to fall 16 basis points following switch to new accounting standard
Credit assets of non-banks top $44trn
Hedge funds increase loan and bond holdings the most of shadow-banking entities
At UBS, asset cull drives down RWAs
Final quarter of 2019 saw risk-weighted assets fall $5.4 billion
Ties between banks and non-banks at pre-crisis levels – FSB
Other financial intermediaries grow share of total financial assets to 30.5% in 2017
On share buybacks, BofA leads US banks with $28bn splurge
In total, US G-Sibs spend 28% more on own shares in 2019 than previous year
Growth of shadow banks slowed in 2018 – FSB
Funds susceptible to run risk make up 72% of narrowly-defined non-bank universe
Inside top CCPs’ default funds
Central banks favoured by CCPs to hold default resources
Morgan Stanley unruffled by VAR model update
Quiet last quarter of 2019 saw average VAR down to $38 million
US Bancorp trimmed toxic assets in Q4
Non-performing asset rate falls to 0.28%
At Goldman Sachs, loan-loss provisions top $1bn
Loans up 11% in 2019, but provisions for credit losses surge 59%
Stress buffer will not upend Citi’s capital plans
CET1 capital at lowest level since Q3 2013
Legal woes dent Wells Fargo’s earnings
Of total operational losses in Q4, legal costs accounted for 79%
Giant £174bn Sonia swaps trading day may be biggest ever
Mammoth swaps focus on upcoming announcements from the Bank of England’s Monetary Policy Committee
JP Morgan takes $2.7bn capital hit from CECL
Credit card portfolios see allowances for loan losses spike the most
Hedge funds levered up in 2018
Relative value funds have highest adjusted leverage, at 7,155%
Liquidity risks acute for popular retail funds – Esma
Eight per cent of real estate fund NAV may be withdrawn over a one-day period