Subject: Comerica, Frost lead US banks on commodity derivatives concentration

DATA INSIGHTS, DELIVERED DAILY
Comerica, Frost lead US banks on commodity derivatives concentration
Commodity-linked trades account for one-third of derivatives books at both lenders
  27 Mar 2026   |  Data
Risk Quantum
Limited RWA gains support rethink on Fed output floor
Advanced approaches cut RWAs only marginally across US banks
26 Mar 2026   |  Data
Risk Quantum
Eight US dealers set to dodge FRTB application
Revised trading-activity thresholds would narrow scope of market risk framework
25 Mar 2026   |  Data
Risk Quantum database

- Access hundreds of metrics from 144 banks, 17 CCPs and 24 FCMs
- Compare against peers and competitors
- Build charts and download the full time series
Explore the database here
Risk Quantum
AOCI reinclusion would strip $49.5bn from US bank capital
Schwab, Ally and Fifth Third face largest CET1 hits under Fed Basel III endgame proposal
24 Mar 2026   |  Data
Risk Quantum
HSBC, Mizuho, US Bancorp ensnared by endgame CVA rule
Notional-based backstop leaves most banks exempt from capitalising non-cleared trades
23 Mar 2026   |  Data
Risk Quantum
G-Sib overhaul could trim future capital needs by $45.2bn
Morgan Stanley, Goldman and BNY set to benefit most from Fed Basel III endgame proposal
19 Mar 2026   |  Data
Risk Quantum
Ice CDS volumes surge as investors hedge Iran shock
Single-name volumes outpace indexes as investors target specific risks
19 Mar 2026   |  Data
Risk Quantum
Oil clearing volumes surge at Ice, CME
Ice Europe nears Brent clearing record midway through March
18 Mar 2026   |  Data
Risk Quantum
Oil producers hedge rally with Brent shorts
Energy firms hedge oil spike as funds position for further gains
17 Mar 2026   |  Data
Risk Quantum
Methodology change drives Eurex liquidity obligation to record
Limiting offsets to private-sector securities pushes estimated hypothetical obligation up 79%
16 Mar 2026   |  Data

i
LinkedIn Apple Android Bluesky Facebook