United States
Fed shackles weigh on Wells Fargo
Total assets and risk-weighted assets down 3% on end-2017
Princeton tops inaugural Risk.net quant master’s ranking
Course sees off competition from Berkeley’s Haas and three New York schools
Fed’s MBS exit surprises some with muted rates vol
Shrinking of huge portfolio led to predictions of vol jump that – so far – has not appeared
Citi’s SLR falls to four-year low
Leverage exposure rises $1.9 billion in fourth quarter
Citi’s standardised and modelled RWAs drift apart
SA risk-weighted assets $38 billion higher than modelled equivalents
Regulators rethink Volcker overhaul to solve accounting glitch
Bankers urge cancellation of new definition of prop trades that could capture liquidity buffers
FICC takes firm grip of US repo market
Central counterparty wrangled more money market repo cash than banks did by end-2018
For US banks, billions in regulatory manna
The unwind should help mid-tier banks, but the G-Sib impact is a complex balancing act
FBOs get smaller, simpler and easier to resolve
Foreign bank IHCs have shrunk between 16% and 41% since Q3 2016
Repo rate hits 7.25% on year-end volatility
US Treasury issuance on December 31 said to have fuelled last-minute dash for cash
CME trims default fund in Q3
Non-interest rate futures and options default fund reduces by $3.7 billion
Isda seeks consensus on CDS clean-up
Credit definitions amendments expected in Q1 to stamp out manipulated triggers
US banks pare reliance on unsecured funding
Average share of unsecured wholesale funding falls to 42% in a year
US life insurers switch to FHLB loans from Fabs
Borrowings from government-backed banks triple in 10 years
Credit data: how US industries have fared under Trump
At the halfway point in the administration, time for a credit check, writes David Carruthers
OCC default fund drops $5bn under new approach
Switch to stress-testing based approach triggers drop in required default resources
FX swaps to avoid year-end basis blowout, banks say
Earlier rollovers likely to ensure no repeat of previous cross-currency volatility
G-Sib leverage makeups differ by region
Median US G-Sib has higher share of exposure measure made up of derivatives and repo than EU peer
Currencies flow market-maker of the year: Citadel Securities
Risk Awards 2019: Credit innovation opens up market-making to previously out-of-reach customers
EU G-Sibs outpace rivals in growing repo books
Large European banks' increase exposures by €230 billion
If CLO investors flee, defaults could snowball
High yield borrowers relying on a steady stream of leveraged loan issuance that could quickly run dry
CECL fans and foes cross swords on Capitol Hill
Dispute over economic impact rages on despite agreement on capital relief
JP Morgan’s CVA charge jumps $203m in Q3
Median CVA capital charge for US G-Sibs was $2.1bn in third quarter
US banks’ CDS books shrink $2 trillion in two years
Wells Fargo only major bank to grow credit portfolio year-to-date