Citi
Has op risk capital peaked for US banks?
Analysts expect steady fall in biggest banks’ $1.4 trillion in RWAs
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
VM changes cut billions from US bank swaps values in 2017
Effects on potential future exposure (PFE) mixed
US bank RWA density edges higher
Morgan Stanley density increases from 41.46% to 45.47% year-on-year
Citi fastest growing FCM; Credit Suisse loses ground – CFTC data
Citi grows client margin 36% in year to end-April, Credit Suisse shrinks 16%
People moves: Societe Generale makes senior changes, Mattatia moves to BNP Paribas, and more
Latest job changes across the industry
XVA swings boost US bank trading revenues
DVA change pares down dealers' derivative liabilities
Asia moves: Citi expands Treadwell’s role, Credit Suisse makes Australian appointments, and more
Latest job changes across the industry
Citi’s CRO on the importance of risk sensitivity
Brad Hu talks modelling, CECL and setting risk culture
Prime move for Citi’s head of European rates sales
Pauwels will lead bank’s North American prime business, after a decade in rates
US CVA charges over seven times higher than EU
Huge disparity appears to result from EU exemption for corporate trades
Citi CRO: stress tests now vital part of bank strategy
Bank has leveraged CCAR to build culture of constant internal stress testing, says Brad Hu
Citi largest counterparty for Templeton currency hedges
Citi accounted for 23% of outstanding forwards at end-March
G-Sib swap portfolios reveal transatlantic divide
EU banks record 16% fall in non-cleared swaps, while US dealers see 9% growth
Regulators rebuff fragmentation complaints
EC’s Guersent points to Fed hints that it would ease TLAC plans for foreign banks
US bank swaps books rebound after G-Sib reckoning
Total OTC derivative notionals across eight G-Sibs grow $28 trillion in first quarter
JP Morgan, Wells Fargo excess reserves dwindle faster than Fed average
Total banking sector excess reserves have dropped 5.8% since Fed "normalisation" began
Five US banks below Collins floor
Morgan Stanley, JP Morgan, Citigroup, State Street and Wells Fargo had higher standardised RWAs than modelled RWAs
Citi continues cutting derivatives exposure
Total is down 16% from 2016, limiting impact of US leverage ratio
Business growth and HQLA cuts see US LCRs fall
Cutbacks in high-quality liquid assets and higher deposits drive reductions across the G-Sibs
Mifid fuels Asian equities e-trading surge
Firms with European clients find low-touch channels help to prove best execution
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
European banks face forex volatility on bail-in ratios
Use of funding in foreign currencies creates new risk, especially in non-eurozone countries