Citi
US G-Sibs’ TLAC buffers vary
Morgan Stanley and Goldman Sachs have eligible TLAC equal to 50.8% and 44.7% of RWAs, respectively
Citi’s swaps clearing unit boosts client margin by $2bn
The largest FCM accounts for 27.1% of all required client margin
To be resolved: inside banks’ ‘living wills’
Non-bank units and service providers make up large share of groups’ critical functions
Forex ‘last look’: how non-banks stack up
Research shows patchy disclosures, plus differences from banks on pre-hedging and rejected orders
‘Living wills’ show some G-Sibs will be simpler to resolve
Four big banks reported fewer wind-up entities in 2019 resolution plans compared with 2017
Post-CCAR share buybacks up 30% for US G-Sibs
Dividend up 18% on average following latest stress test cycle
Risk Technology Awards 2019: Making machines more helpful
Machine learning can be too efficient; now, vendors are looking for ways to make it more accurate. Clive Davidson looks at the stories behind this year’s Risk Technology Awards
Citi loan-loss provisions build to $2.1bn
Credit reserve ramp up pushes PLLs higher
Fed stress test AOCI wallop softens in 2019
Fourteen participants see projected capital drain due to unrealised losses drop 63% year-on-year
‘Bad banks’ through the ages
How Deutsche Bank’s latest resolution unit stacks up
Rival FXPBs scoop up former Citi clients
BNP Paribas, Deutsche Bank among those taking on clients axed by the US bank, plus others worried they’ll be next
DFAST: JP Morgan accounts for one-fifth of projected losses
Bulk of losses would come from bank’s loan portfolio, projected to incur total losses of $60.3bn
Hong Kong warrants: this time it’s different
With their rise in popularity, warrant issuers must be on their guard at all times
Systemic US banks’ overseas loans top $3trn
Citi leads large US dealers with almost $1trn of foreign claims
Citi culls HFTs from FXPB client list
HC Technologies, Jump Trading and Virtu Financial among those told to find a new prime broker
Non-systemic US banks shy away from short-term funding
Mid-sized non-G-Sibs have average STWF score of just 17.1%
Forex prime brokerage fee jump unlikely, say dealers
HSBC and NatWest say client charges unlikely to rise significantly despite new margin costs
RWA density at JP Morgan drops to six-year low
Bank’s asset portfolio has become less risk-heavy under standardised approach since 2013
Goldman Sachs leads US firms on non-bank assets
Non-bank assets of G-Sibs equivalent to 32% of total consolidated assets
US mid-sized banks pile into intra-financial system assets
Non-G-Sibs over $100 billion in size hold 85% more of other banks’ assets than in 2014
US banks’ liquidity buffers thinnest among G-Sibs
Mean LCR of US banks hits 122.5% in Q1
Default fund costs dominate US G-Sibs’ cleared swaps charges
Default fund contributions accounted for 62% of the eight banks’ RWAs
Local Asian custodians not ready for IM phase five
Banks’ sluggish preparations for initial margin rules could hit buy-side clients
At US G-Sibs, off-balance-sheet exposures climb $44bn
Goldman Sachs is only big bank to post lower amounts on quarter