BNY
LCRs show US banks run more risk than European peers
The gap between the two averages has widened over the past three quarters to 250bp from 212bp
Goldman, Wells cut operational risk
The two firms reduce op RWAs by combined $15 billion in third quarter
Custody Risk Global Awards 2018 winners announced
Custodian of the Year won by BNP Paribas for second year running
People moves: TSB chief exec quits, Eurex loses two execs, new cyber chief at Commerzbank, and more
Latest job changes across the industry
Swap books swell at big US banks despite lower risk profile
Total OTC derivatives notional among the eight banks is $222 trillion – a 2% increase on the quarter
US banks' VAR-based charges drop in Q2
The average decrease in the VAR-based capital requirement across the eight US G-Sibs was 10.4%, compared with a 23% increase in the first quarter
Asia Risk Awards 2018: The winners
High achievers in the fields of risk management and derivatives across Asia
Dealers warn Asia: get ready now for 2020 IM deadline
Firms preparing to post margin in September 2020 need to complete systems by March 2019
Collateral manager of the year: BNY Mellon
Asia Risk Awards 2018
US banks curb market risk
G-Sibs cut $31 billion of market RWAs in three months to June
Goldman adds bilateral derivatives as rivals cut back
Citi and JP Morgan reduce bilateral derivatives exposures by 10% and 2%, respectively
US big banks shrink systemic footprints in Q2
JP Morgan moves down into 3.5% capital surcharge bucket under Fed G-Sib methodology
Risks building at three US G-Sibs
Risk-weighted asset density has increased at BNY Mellon, State Street and Goldman Sachs the most, across the eight US global systemically important banks
Off-balance sheet items up $28 billion at US G-Sibs
Morgan Stanley and Goldman Sachs grow exposures 4.3% and 3.8%, respectively
Fed stress tests: foreign banks lag US on capital estimates
On average, IHCs missed the Fed’s estimates of the amount their CET1 ratios would fall in the 2018 test cycle by 213bp, compared with 109bp by US lenders
Tri-party repo switch prompts Credit Suisse liquidity boost
Swiss bank LCR surges to 226%
People moves: Barclays names ‘digital’ leaders for markets, JP Morgan promotes Fernandes, and more
Latest job changes across the industry
Tired of overshooting, BNY Mellon revamps stress test model
Capital distributions crimped by conservative CCAR estimates
People moves: SocGen hires new strategy head, RBS loses CFO, and more
Latest job changes across the industry
CCAR winners and losers 2012–17
American Express came off worst under CCAR total capital ratio measure among large and complex firms three years out of six
Fed credit limits likely to hit investment banks, custodians hardest
State Street, BNY Mellon, Morgan Stanley, Goldman Sachs have low credit limits; high bank exposures
US bank RWA density edges higher
Morgan Stanley density increases from 41.46% to 45.47% year-on-year
US CVA charges over seven times higher than EU
Huge disparity appears to result from EU exemption for corporate trades
G-Sib swap portfolios reveal transatlantic divide
EU banks record 16% fall in non-cleared swaps, while US dealers see 9% growth