JP Morgan
Morgan Stanley’s CVA charge swells 19% in Q1
Credit valuation adjustment capital charges have decreased at most G-Sibs year-on-year
US G-Sibs keep on expanding repo books
JP Morgan has increased repo exposure by 34% year-on-year
Five US banks had fewest down days since 2015 in Q1
BofA Securities, BNY Mellon, Citi, JP Morgan and Wells Fargo had most 'up' days in four years
At systemic US banks, HQLA falls $35bn in Q1
LCRs drop at JP Morgan, Citi and BofA Securities
As legal losses recede, Morgan Stanley's op risk falls
Bank cuts op RWAs 7% in the first quarter
People moves: Barclays’ investment bank chief exits, Citi president to retire, Vos promoted at BNY Mellon, and more
Latest job changes across the industry
JP Morgan hoovers up $1.5bn of client margin in Q1
Total required client margin held by bank increases 13% quarter-on-quarter
US G-Sibs build capital even as shareholder windfalls surge
The eight large US banks return more than $30 billion to equity holders
Custody assets rebound after Q4 equity rout
Total Auca at three leading custodians hits $91.9 trillion at end-March, up 4.5% quarter-on-quarter
Fixed income risk surges 19% at JP Morgan
Fixed income markets revenues came in 18% lower year-on-year
EU permissions regimes could reduce no-deal risks
Isda AGM: UK firms could still trade with EU clients on exit, but solutions are complex and temporary
Swap book values of US G-Sibs dropped in 2018
Settled-to-market technique responsible for some deductions year-on-year
US G-Sibs owned over $50bn of other banks' capital in 2018
BofA Securities held the most of the group at $10.9 billion
European and US G-Sibs' LCRs diverge in 2018
The average LCR at the 13 European and Swiss G-Sibs stood at 145% at end-December, 42 basis points higher than at end-2017
Will the Nasdaq default spur CVA for CCPs?
Quant proposes model to calculate bank credit risk exposure to CCP
Fed repo facility may fix SOFR’s image problem
‘Overnight standing repo facility’ could stop year-end rate spikes, and extend Fed’s reach
Dealers go quiet on Turkey research
Seven banks have not covered this week’s lira meltdown, following investigation of JP Morgan
Counterparty risk climbs at JP Morgan, falls back at rivals
JP Morgan EADs up 10% and CRR RWAs 11% year-on-year
Patchy response to Isda’s back office of the future
Some banks are quiet, while clearing houses seem split on uptake of Isda data standardisation project
Constrained by Fed cap, RWA density rises at Wells Fargo
Wells Fargo reported total assets of $1.89 trillion in the fourth quarter, down $56 billion year-on-year
Goldman, Wells Fargo grew hard-to-value assets in 2018
In contrast, the other six US G-Sibs slashed $4.4 billion of Level 3 assets on aggregate
Illiquid trading assets drop at big US banks in Q4 2018
Non-HQLA securities fell $146 billion in aggregate
Cleared swaps surged among US banks in 2018
Cleared swaps accounted for 49% of notionals at end-2018
Energy Risk Commodity Rankings: the return of geopolitical risk
Geopolitical tensions introduced extreme volatility to many commodity markets in 2018, while environmental markets began to take off