State Street
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
US G-Sibs’ liquidity buffers swell amid record net cash outflows
Median LCR falls to 114.7%, lowest level since pandemic
Mutual funds were USD bulls going into April’s tariff chaos
Counterparty Radar: Positioning in Q1 reflected market sentiment that tariffs would lead to a dollar rally
US G-Sibs set to reclaim $6.6trn in leverage room under eSLR reform
Replacement of fixed 2% buffer with variable add-on could cut requirements by up to 150bp
China’s top banks bulk up liquidity as global peers trim buffers
US G-Sibs continue to trail with lowest median LCR since 2021
TCA vendors link FX counterparty selection with execution
Services from BestX and Tradefeedr aim to automate the pre-trade and execution process
US banks held record $78bn in equity collateral before market crash
Stocks made up 11% of dealers’ OTC derivatives collateral at end-2024 – highest ever reported
SLR relief for Treasuries would lift median banks’ ratio by 57bp
Charles Schwab and Goldman Sachs set for biggest boost if Covid-era relief returns
US dealers tally most VAR breaches since mid-2023
Market turmoil in Q4 blindsides models at systemic and regional banks alike