JP Morgan
US G-Sibs diverge on cashflow volatility
Maturity mismatch add-on hits peak at two banks and trough at two others
Equity derivatives house of the year: JP Morgan
Risk Awards 2026: Volatility strategies and technology investment help realise hyper scale-up
Bringing trading-desk data into derivatives pricing models
PricingDirect’s new autocallable model, which reflects the shift towards data-driven transparency as firms rethink how they value complex derivatives
US G-Sibs rediscover appetite for less-liquid HQLAs
Aggregate eligible Level 2A assets rise to $110bn while median LCR falls to record low
Op risk data: Ghost of Madoff still haunts HSBC
Also: Giant loan frauds hit three global banks, and AWS outage casts a cloud. Data by ORX News
Lower SCBs bring Citi, JPM close to Collins floor
Uncertainty lingers amid Fed proposal on SCB averaging and push to scrap the floor
Bond investors diverge on AI’s rates impact
While many agree the technology will drive growth, questions remain over the timing and inflationary impact
Ditching Fed’s method 2 could unlock $112bn for top US banks
JPM and BofA could see largest capital gains if US G-Sib surcharge approach dropped, amid speculation of a framework overhaul
People: BNY taps Nasdaq CRO for enterprise risk role, Hoornweg steers StanChart CIB solo, and more
Latest job changes across the industry
BlackRock and DRW execs bullish on tokenisation potential
DRW’s Don Wilson expects every instrument to be traded on-chain in five years’ time
First Citizens records steepest climb in HFI loan risk-weights
Regional lender led US banks in HFI risk-weight growth in Q2 as scrutiny of loan books deepens
JP Morgan reverses HTM securities roll-off with $44bn transfer from AFS
Reclassification marks first HTM expansion since 2022 and may prompt peers to follow
US banks’ cash holdings jump $79 billion in Q2
Cash reserves up 4%, in biggest rise since 2023
JPM Securities holds fifth of F&O customer funds
Gap to second-largest FCM widens to record high as segregated funds surpass $70bn
JP Morgan SE’s clearing rate plunged to 15% in 2024
US bank’s EU arm slashed €5.7trn in cleared notionals, while bilateral grew €11.4trn
People: Nomura’s rates rebuild continues, DB USA’s new CEO, and more
Latest job changes across the industry
JP Morgan SE, BPCE drive surge in European OTC derivatives
Foreign-owned dealer and French bank climb rankings on rapid notional growth in 2024
US banks’ OTC derivatives climb to new highs amid tariff woes
Notionals up more than 7% in largest Q2 jump on record
JP Morgan’s credit structuring head departs
Denis Gardrat will head infrastructure investor Rivage Investment’s UK unit
Op risk data: 1MDB scandal still haunts Wall Street
Also: Woodford in hot water, Salesforce voice phishing hooks multiple firms. Data by ORX News
JPM piles into Treasuries with record $72bn AFS surge
Portfolio reshaped with shift to medium-term maturities as Q2 glut boosts holdings to all-time high