Data
UK banks shun short-term funding
Flighty sources of cash make up less than 4% of UK bank balance sheets
‘Bad banks’ through the ages
How Deutsche Bank’s latest resolution unit stacks up
DFAST market shock accounts for a quarter of big bank losses
Trading and counterparty losses hit $88.1 billion for banks subject to global market shock
Derivatives assets surge at eurozone hedge funds
Derivatives assets made up 16% of total hedge fund assets in March
Restructured Deutsche would be slimmest eurozone G-Sib
As of Q4 2018, the German bank was the third-largest systemic lender by leverage exposure
IFRS 9: peripheral EU banks hold most impaired assets
Stage three assets make up 3.6% of all EU bank loans and advances
EU banks’ credit risk estimates continue to fall
Mean average weighted corporate PD down to 2.24% from 2.61% in Q1 2018
Top CCPs’ liquidity pools hardly grow in Q1
LCH SA the only outlier as most clearing houses see cash, collateral and credit on hand shrink
Fewer banks to sell MREL debt – EBA
Lenders plan to attain more retail deposits and Tier 2 and AT1 instruments instead
Insurers’ CLO exposures are small, but growing
US insurer holdings hit $122 billion in Q4 2018
Euro repo shift doubles LCH SA liquidity pool
Total liquidity resources jumped to €65.9 billion at end-March
Ice Clear Europe default fund contributions jump 21%
The clearing house reported 78 clearing members for futures and options division
At Ice Clear US, largest margin breach on record
The clearing house last reported a margin shortfall in Q2 2017
CVA exemption in Basel III could save EU banks more than €18bn
Tweaks to op risk framework might reduce capital shortfall by €12.3 billion
Quadruple witching triggers $1.5bn VM call at CME Clearing
Peak VM call was 56% bigger than the one in Q4 2018
Big banks to bear brunt of Basel III reforms in EU
G-Sibs short €82.8 billion of Basel III capital
Ties between EU insurers and banks vary by country
Estonian, Cypriot and Swedish insurers most exposed to banking sector
LCH RepoClear posts £23m margin breach
Five backtesting exceptions reported for 18-month period to end-March
DFAST: JP Morgan accounts for one-fifth of projected losses
Bulk of losses would come from bank’s loan portfolio, projected to incur total losses of $60.3bn
Stress test projected loan losses fall $18bn
Credit card loss rates account for 36.3% of total loan losses under severely adverse scenario
CCAR: JP Morgan, Capital One adjust planned capital actions
Two banks see stressed capital ratios fall below regulatory minimums at first attempt
Eurozone G-Sibs’ op RWAs fall €8.1bn in Q1
Deutsche Bank led the charge with €6.4bn reduction
Czech National Bank raises countercyclical buffer to 2%
Increase takes effect from July 2020
Deutsche slashes links to other financial firms
Intra-financial system assets and liabilities fall 22% and 29%, respectively