United States
Law firm of the year: Linklaters
Risk Awards 2019: Linklaters at forefront of major changes to OTC derivatives market
Custody banks add $1.2trn assets, BNY Mellon overtakes State Street
The combined total hit $93 trillion at end-September
JP Morgan on brink of 4% G-Sib surcharge
US bank will have to cull balance sheet by year-end
Basel and Fed G-Sib methods pose dual test to US banks
Different emphasis of rival frameworks could frustrate bank efforts to reduce systemic risk
Citi, State Street grow off-balance sheet exposures
Big US banks add $11 billion in exposures during Q3
VAR-based charges drop at Goldman and Wells, rise at JP
VAR-based capital requirements fell 7% on average across the eight G-Sibs
Banks demand greater scrutiny of CCP margin add-ons
Nasdaq Clearing blow-up prompts questions over CCPs’ methods of applying top-ups to concentrated positions
Goldman's OTC client margin jumps
FCM client funds increase 36% year-on-year – the fastest growth among leading US clearers
BNPP, Credit Suisse, State Street incur VAR breaches
BNP Paribas capital multiplier increases on seventh breach in nine months
G-Sib indicator change would hike JP Morgan surcharge
US bank would swallow 3.5% G-Sib surcharge if substituability cap lifted
Global banks shrink systemic footprint
The big banks trimmed total leverage exposure by €2.9 trillion (4%) in 2017
How to stress-test portfolios for Brexit and trade wars
Options markets point to likely market moves in different scenarios, write StatPro risk specialists
Derivatives exposures at US G-Sibs on the wane
Bank of America cuts $15 billion in third quarter, the most of the big eight firms
US banks continue to lop back market risk
Goldman Sachs, Morgan Stanley shrink requirements by over $1 billion year to date
BNPP targets US equities in new tie-up with GTS
French bank says derivatives business will benefit from better prices and liquidity in underlying stocks
US G-Sibs cut $36bn of HQLA
Wells Fargo clears out $27 billion of HQLA in first nine months of 2017 alone
LCRs show US banks run more risk than European peers
The gap between the two averages has widened over the past three quarters to 250bp from 212bp
Lobbing out the Clobs?
As more prop traders go bilateral, what does it say about – and mean for – market liquidity?
Credit data: rate hikes put borrowers on the rack
Default risk climbing for heavily indebted companies as US rate hikes continue, says David Carruthers
Birchall to head LCH Asia, and more
Latest job changes across the industry
Fed finds more risk failings at FBOs than at US firms
FBOs attract hundreds more matters requiring attention than domestic banks
Four in 10 big banks fail Fed’s supervisory expectations
42.5% of largest banks branded less-than-satisfactory by RFI ratings
Goldman, Wells cut operational risk
The two firms reduce op RWAs by combined $15 billion in third quarter
Fed could soften CECL impact on stress tests, banks say
Risk USA: Firms may be allowed to spread impact of projected losses across CCAR cycle