BNY Mellon
G-Sib swap portfolios reveal transatlantic divide
EU banks record 16% fall in non-cleared swaps, while US dealers see 9% growth
US bank swaps books rebound after G-Sib reckoning
Total OTC derivative notionals across eight G-Sibs grow $28 trillion in first quarter
Five US banks below Collins floor
Morgan Stanley, JP Morgan, Citigroup, State Street and Wells Fargo had higher standardised RWAs than modelled RWAs
Business growth and HQLA cuts see US LCRs fall
Cutbacks in high-quality liquid assets and higher deposits drive reductions across the G-Sibs
US bank VAR-based charges surge in volatile first quarter
Average quarter-on-quarter increase of 23% for VAR-based capital across 11 large dealers
Bank of America and BNY Mellon suffer VAR breaches
Trading losses exceeded estimates on a single day at each dealer in the first quarter
Share of op risk RWAs at US banks falls
Drops at Citi, Goldman, Morgan Stanley suggest op risk capital may have peaked
People moves: SG loses Mattatia, Deutsche’s Wisnia joins Eisler Capital, and more
Latest job changes across the industry
US banks weather Libor basis spike
Thirty-plus basis point divergence recorded in first three months of 2018
Custody surge could be precursor to capital pain
BNY and State Street assets hit new record, as Basel consider G-Sib changes
Modelled RWAs fall at BNY Mellon
Gap between RWAs calculated under the two approaches shrinks
CCAR threatens BNY Mellon dividend payout
Fed's test "noticeably more stringent" - BNY Mellon's Santomassimo
Quarles: Fed would recalibrate eSLR if Crapo bill passes
Senate or House changes to CCAR could also affect Fed’s new stress capital buffer
State Street and BNY Mellon to benefit from revised leverage ratio
Two banks in line for 1.25% reduction in minimum leverage-based capital requirements
Monthly op risk losses: China’s Anbang faces huge fraud hit
Also: in-depth look at multi-billion fraud in Indian banking system. Data by ORX News
No carve-outs in Fed’s revised leverage ratio proposal
Holdco leverage ratio will fall, but initial margin and custody funds still in scope
P2P repo platforms in bid to solve US liquidity crunch
New peer-to-peer services claim buy side is failing to reap benefits of higher volumes
BNY Mellon’s Neal on funding, liquidity and collateral
Markets head Michelle Neal says firm has “big responsibility” after JP Morgan’s tri-party repo exit
Banks move to model smaller op risk losses
Credit Suisse is using scenario analysis to model the risks associated with internal fraud losses
Securities lending by asset managers facing scrutiny
FSB concerns about regulatory arbitrage might prove tricky for the likes of BlackRock
Custody Risk Global Awards 2016 winners announced
BNY Mellon scoops Custodian of the Year
Esma set to backtrack on mandatory asset segregation
Maintaining the status quo would avoid disrupting securities financing and collateral reuse
People: JP Morgan names equity co-heads to replace Throsby
Leung and Sippel new equity co-heads; BNY Mellon's new Apac chairman; StanChart's commodities head; and more
Asia warned to learn lessons on non-cleared margin rules
Experts say Asian participants must intensify preparations for implementation deadline