Subject: BoE’s second SITG proposal could lead to $333m additional CCP capital

DATA INSIGHTS, DELIVERED DAILY
BoE’s second SITG proposal could lead to $333m additional CCP capital
Plan would expand own-capital tranches deployed alongside member contributions at LCH, Ice and LME
  12 Jan 2026   |  Data
Risk Quantum
Barclays runs closest to capital hurdles in BoE stress test
UK lender still weakest against required minimums but widens buffers from prior exercise
09 Jan 2026   |  Data
Risk Quantum
US banks diverge from global peers on OTC clearing
Clearing rates fall in US as UK, Europe and Canada push higher
08 Jan 2026   |  Data
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Risk Quantum
LME hit hardest in BoE’s latest CCP stress test
Cover 2 liquidation scenario wipes out more than half of default fund
07 Jan 2026   |  Data
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MBSD liquidity risk hits four-year high
Estimated largest payment obligation tops $40bn in Q3
06 Jan 2026   |  Data
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RBC books C$984m soured-loan PCLs as tariff uncertainty persists
Set-asides run at elevated rate for yet another quarter
05 Jan 2026   |  Data
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Interest rate ETDs surge to second-highest level on record
Futures-led surge signals firmer views on rate direction
31 Dec 2025   |  Data
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China, US banks show highest global RWA density
American Express leads with risk density over 70%, ahead of Capital One and Truist
30 Dec 2025   |  Data
Risk Quantum
OCC’s initial margin spikes 27% in Q3
CCP hits new margin record for second consecutive quarter
29 Dec 2025   |  Data
Risk Quantum
Morgan Stanley marks biggest risk category swing in 2025 G-Sib test
Substitutability overtakes complexity at US bank for first time
23 Dec 2025   |  Data

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