Subject: US bank CCP default fund contributions climb to record $90bn

DATA INSIGHTS, DELIVERED DAILY
US bank CCP default fund contributions climb to record $90bn
G-Sibs’ exposures soar 48% over 18 months with Wells Fargo quadrupling its stake
  17 Jul 2025   |  Data
Risk Quantum
CVA risk charges spike 73% at EU banks under Basel III
Crédit Agricole leads surge, as basic approach dominates CVA capital calculations
16 Jul 2025   |  Data
Risk Quantum
Citi leads US banks in lowballing capital hit in stress test
Morgan Stanley and Wells Fargo internal projections also show more capital resilience than Fed’s calculations
15 Jul 2025   |  Data
Risk Quantum database

- Access hundreds of metrics from 144 banks and 17 CCPs
- Compare against peers and competitors
- Build charts and download the full time series
Explore the database here
Risk Quantum
Basel III overhaul triggers credit RWA reshuffle at EU banks
A-IRB down by a third, F-IRB more than doubles and standardised approach up by a quarter
14 Jul 2025   |  Data
Risk Quantum
Foreign dealers still lag US banks in stress tests
IHCs’ CET1 depletion triples that of domestic participants, despite improved performance since 2024 exercise
11 Jul 2025   |  Data
Showcase your success in the Risk Awards
Entries are now open for the Risk Awards 2026 - pitch your risk management successes in any of the 26 categories to be recognised as an leader in the industry's most prestigious awards, judged by the Risk.net editorial team.
Find out more
Risk Quantum
UniCredit’s market RWAs would inflate 75% under FRTB
Pro forma figures for capital floor give first look at de-modelling impact on a major EU dealer
10 Jul 2025   |  Data
Risk Quantum
Fed’s SCB proposal would blunt 2025 DFAST relief
Two-year average would raise CET1 component due to weaker 2024 stress test results
09 Jul 2025   |  Data
Risk Quantum
Morgan Stanley, Goldman to benefit most from TLAC and LTD reform
Fed’s eSLR overhaul slashes requirements for large US banks, ushering in lighter capital demands
08 Jul 2025   |  Data
Risk Quantum
Softer DFAST market shock favours Goldman but confounds comparability
Tweak to trading book test reveals widening gap between bank and Fed loss forecasts
07 Jul 2025   |  Data
Risk Quantum
StanChart market RWAs surge to record $37bn
SVAR jump alongside higher interest rate and FX risk behind Q1 spike
04 Jul 2025   |  Data

i
LinkedIn Apple Android Twitter Facebook