Citizens Financial Group
AOCI losses widen at US regional banks
Rising Treasury yields put renewed pressure on AFS valuations
US regional banks tilt hedges towards lower rates in Q1
KeyCorp, Citizens lead way with heavy receive-fixed swaps portfolio
Erba myth: will US banks choose new capital measure?
B3E gives US banks a dilemma – adopt expanded risk-based approach, or a new standardised alternative
Private credit disclosures leave more questions than answers
Muddled metrics and scattergun reporting hinder comparison of US lenders
Wall Street giants rack up VAR breaches
Goldman hit hardest as JP Morgan, BofA and Morgan Stanley also exceed model forecasts in Q1
AOCI reinclusion would strip $49.5bn from US bank capital
Schwab, Ally and Fifth Third face largest CET1 hits under Fed Basel III endgame proposal
Regionals tap FHLB advances as Fed eases liquidity stance
Borrowing rose in the fourth quarter of last year, despite regulatory push on discount window
US bank CROs see only ‘modest’ credit risk from tariffs
Risk Live North America: Lower margins are early sign of stress, but Ally, Citizens and Pinnacle confident on loan books
US regionals predict prolonged AOCI burndown
Six banks adjust capital projections amid rising unrealised losses in Q4
Goldman chalks up highest VAR breach since pandemic
Nine breaches in total across 34 banks in Q3
Citizens’ growth won’t bow to regulatory thresholds, CRO says
Risk Live: Bank faces stricter capital and liquidity requirements if it crosses $250 billion in assets
Fourteen US banks poised to benefit from curtailed market risk rule
Fed’s changes to Basel III endgame proposal would keep regional banks with limited trading activity exempt from costly FRTB requirements
Eleven banks fall below buffer requirements in latest DFAST
Goldman Sachs worst performer among 31 participating banks, with 450bp gap between stressed CET1 ratio and all-in capital requirements
Record number of US banks turned to riskless assets in Q1
Western Alliance leads pack with doubling of exposures in 0% bucket
AOCI worsens across the board at US banks in Q1
JP Morgan, Wells Fargo and Citi hit hardest in trend reversal
BofA, PNC lead Q1 rise in non-performing CRE loans
Commercial real estate write-offs also increased, driven by office loans
US banks’ IRRBB transparency: one step forward, two steps back
A year on from the 2023 crisis, more lenders monitor EVE sensitivity, but full Basel-like disclosures remain the exception
At some US regionals, CRE loans eclipse tangible equity by up to 7x
Valley National, NYCB and First Foundation the most levered in a sample of 30 banks
Latest FDIC special assessment tougher than 2009 version
Most US banks face higher toll under new methodology
At US banks, paper losses on HTM securities hit new high
Bank of America leads way as mortgage-backed securities drive aggregate rise in Q3
PacWest leads banks on NII growth decline
Deutsche Bank bucks positive European trend while NatWest leads UK negative growth in Q3