Subject: RBC, Scotiabank securitisation RWAs hit record highs

DATA INSIGHTS, DELIVERED DAILY
RBC, Scotiabank securitisation RWAs hit record highs
SEC-SA RWAs rise 23% across major Canadian banks, led by C$1.5bn increase at RBC
  15 Oct 2026   |  Data
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Kookmin’s SFTs surge 40% on higher repo
Record securities financing transactions contributes to 15bp leverage ratio drop
14 Oct 2026   |  Data
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Barclays, SocGen lead European banks to new corporate SRT highs
Corporate loan retained exposures up $31bn at European G-Sibs
13 Oct 2026   |  Data
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Basel III capital hit on G-Sibs jumps sixfold in H2 2025
Estimated increase in Tier 1 requirements rises to 1.8% – highest since 2023
12 Oct 2026   |  Data
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UniCredit CVA RWAs double amid Commerz stake build-up
Bank cites strategic transactions as driver of the surge
09 Oct 2026   |  Data
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Five Korean banks set records for non-operational deposit outflows in LCR
Wholesale funding and money market deposits rise as retail deposit flows slide
08 Oct 2026   |  Data
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European UST holdings overtake Asia for first time
China and Japan see declines in US Treasuries while UK holdings approach $1trn
07 Oct 2026   |  Data
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CCB’s securitisation risk-weighted assets nearly quadruple
Residential mortgage securitisations held as investor rise 42-fold in six months
06 Oct 2026   |  Data
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UBS swaps funds spike 77% in August
Futures commission merchant reports highest customer funds since Credit Suisse takeover
05 Oct 2026   |  Data
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Commodity and equity derivatives drive record liability gap at UK banks
Net derivatives balance narrows to lowest in a decade as liabilities rise faster than assets
02 Oct 2026   |  Data

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