Data
At UBS, market risk charge falls following model updates
Market RWAs dropped on the quarter, even though risk levels increased
Some eurozone banks have thin leverage capital buffers
Tier 1 capital surpluses above regulatory minimums range between 31% and 123%
Cash burn drives UBS’s LCR lower in Q3
Swiss bank’s HQLA at lowest level since public disclosure began
Top 10 CCPs add $5.4 billion to liquidity pools in Q2
Clearing houses expand size of secured credit lines over the second quarter
At large US banks, credit loss reserves up 12% in Q3
JP Morgan took $1.5 billion of provisions in the third quarter alone
Post-crisis rules roil US cross-currency basis – IMF
EU leverage ratio causes basis spikes at quarter-ends
BNY Mellon leads US custody banks’ assets increase
Total Auca stood at $94.4 trillion at end-September
Following Fed changes, Morgan Stanley’s leverage bind to loosen
Bank chief cannot see capital requirements going up when stress capital buffer and new SLR come into effect
Defaults would dent, but not destroy, CCP liquidity buffers
Max payment obligations in event of member default would be sufficiently covered
US Bancorp could trim liquidity buffer by $15bn
Relaxation of liquidity coverage ratio for mid-sized banks would reduce HQLA requirement
Tri-party repo and collateral businesses feather BNY Mellon’s earnings
Non-cleared margin rules and US Treasury issuance behind revenue surge
Basel members speed up implementation of banking reforms
Most rules now adopted by more than half of member jurisdictions
PNC eyes $50m windfall from regulatory easing
Capital relief could be used to plump shareholder distributions next year
Trading revenues top $1bn at Wells Fargo in Q3
Net gains on trading activities up 75% on Q3 2018
Goldman adds $17bn of deposits in Q3
Consumer platform Marcus doubles deposits year-on-year
Citi approaches capital target
CET1 capital has dropped 1.8% on the quarter following post-CCAR distributions
JP Morgan borrowed $240bn in fed funds and repo markets in Q3
Average quarterly balance was 30% up year-on-year
Borrower default estimates continue to improve at EU banks in Q2
Greek corporate creditworthiness improves the most of 39-country sample quarter-on-quarter
LCH leads top CCPs on operational failures
London-based clearing house said core systems were down for over seven hours in 12-month period
Repo exposures pile up at BNP Paribas
French bank had €388 billion of repo exposures at end-June
Large banks set for capital boost through Fed’s AOCI opt-out
Unrealised losses on certain assets will not longer filter in CET1 capital for non-systemic lenders
Initial margin posted to LCH’s repo service tripled at end-June
Surge in required IM indicates explosion in repo demand
UK banks accelerate RWA increases in Q2
Market and operational RWAs return to growth after shrinking in Q1
US bank minnows growing faster than giants
Banks $1 billion to $10 billion in size accumulated assets at faster rate than those over $10 billion in size in 2018