Articles by Joshua Walker
人々ソクジェンのファラがサロリオの後任に、ドイツがクレジット部門に、他
業界全体の最新転職事情
ナットウエスト、スタンチャート、ネーションワイドが英銀のRWAを過去最高水準に押し上げ
オペレーショナル・リスクのRWAは2014年まで遡り最高を示すBOEのデータ
HSBCのステージ3融資、上半期にパンデミック以降で最も急増
香港のCREローン悪化で急増
Anticipating rate hike, MUFG offloaded ¥4trn of Japan government bonds
Lender reduces holdings to lowest in over a decade
SocGen’s TLAC ratios drop following senior preferred debt exclusion
Bank’s decision to waive CRR option pushes bail-in funds to lowest since 2020
LCR drops to multi-year lows at OCBC, UOB
Higher wholesale funding outflows partly responsible for reduction in liquidity ratios
HSBC’s VAR up by a third amid methodology change
Duration risk behind latest spike as bank switches to 10-day holding period
BNPP transfers €8bn of liabilities to Level 3
Revision in level-setting responsible for biggest net transfer in at least eight years
Nomura’s market risk jumps ¥800bn in Q2
Yen depreciation and rising default risk drive RWAs to record high
RBI’s VAR spikes on FX fluctuations
Ruble trouble sends market RWAs up €1.4bn
バークレイズ、スワップの顧客証拠金でBofAを抜く
7月の数字でFCMの総マージンは全米第5位に
NatWest securitisation RWAs hit record high in Q2
Higher amounts of significant risk transfers originated by the bank behind latest increase
American Express set to become category III bank
Payment card lender to be subject to stricter capital, liquidity and prudential requirements from next quarter
Four EU banks forecast capital hits from final Basel III reforms
BNP Paribas only dealer to disclose hit from FRTB
US bank trio loads up on AFS securities in Q2
PNC, State Street and US Bancorp see double digit rises
US banks’ stress test accuracy worsens in DFAST 2024
Gap between Fed’s and large dealers’ projections widens to six-year high
US banks’ performance in latest DFAST worst in six years
Fed blames higher credit card delinquencies, riskier corporate lending and lower revenue
Six CCPs fail to cover concentration risk in Esma stress test
Largest shortfalls modelled in commodity derivatives segment, led by Ice Clear Europe ECC
DB USA’s stress test estimate deviates from Fed’s by record amount
US unit of German bank underestimated capital and leverage hit in latest DFAST
CCPs vulnerable from reverse repo investments – Esma
European watchdog flags risks of uncovered exposure during liquidity stress event