JP Morgan
Five US banks below Collins floor
Morgan Stanley, JP Morgan, Citigroup, State Street and Wells Fargo had higher standardised RWAs than modelled RWAs
Foreign banks in US wary after funding costs rise
Following jump in Libor/OIS spread, many US entities continue borrowing from parents
New method proposed for modelling large op risk losses
Outsize loss events modellable through extension of approach to measuring moderate losses, says research
Business growth and HQLA cuts see US LCRs fall
Cutbacks in high-quality liquid assets and higher deposits drive reductions across the G-Sibs
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
Bank of America and BNY Mellon suffer VAR breaches
Trading losses exceeded estimates on a single day at each dealer in the first quarter
Share of op risk RWAs at US banks falls
Drops at Citi, Goldman, Morgan Stanley suggest op risk capital may have peaked
JP Morgan counterparty credit risk grows
Risk-weighted assets consumed by least-risky counterparties decline from 57% to 36% in two years
Iron ore: China forges ahead with internationalisation
China’s iron ore market opens up, despite weak start for crude futures
EU’s evolving CCP resolution rules get mixed reviews
Isda AGM: Parliament tackles big issues in recovery and resolution text, but 'doesn’t go far enough'
US banks weather Libor basis spike
Thirty-plus basis point divergence recorded in first three months of 2018
Custody surge could be precursor to capital pain
BNY and State Street assets hit new record, as Basel consider G-Sib changes
Quarles: Fed would recalibrate eSLR if Crapo bill passes
Senate or House changes to CCAR could also affect Fed’s new stress capital buffer
The rapid evolution of compression: Keeping pace with optimisation activity
Sponsored forum: Capitalab
JP Morgan criticises revised leverage ratio
"Time is right" to reconsider G-Sib capital framework, says CFO
State Street and BNY Mellon to benefit from revised leverage ratio
Two banks in line for 1.25% reduction in minimum leverage-based capital requirements
FCMs warn CCPs not to compete on margin
Equity moves in February exceeded margin posted against some cleared products
People moves: Barclays’ equities hire, Dahlgren joins Wells Fargo, and more
Latest job changes across the industry
Basel liquidity rules block Fed’s QE exit
LCR and NSFR could produce $1 trillion shortfall in plans for balance-sheet ‘normalisation’
Energy Risk Commodity Rankings 2018: A surge of energy
Top dealers continued technology push as hedgers fine-tuned risk management strategies in 2017
Month of higher vol spurs equity derivatives trading
Turmoil benefits total return futures, cross-asset arbitrage and dispersion
From BAML to UBS: how 15 banks stack up on ‘last look’
Disclosures show striking differences on pre-hedging, hold times and trade acceptance