US banks rejig AFS books in Q2
Some banks binge on US Treasuries while Goldman doubles down on RMBSs
US banks took divergent paths in restructuring their available-for-sale (AFS) security portfolios in the second quarter, with some institutions increasing their holdings while others made substantial cuts. Despite the contrasting strategies, the aggregate amount of AFS securities still marked a modest rise for the third consecutive quarter.
Among the 43 banks analysed by Risk Quantum, JP Morgan
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact info@risk.net to find out more.
You are currently unable to copy this content. Please contact info@risk.net to find out more.
Copyright Infopro Digital Limited. All rights reserved.
As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (point 2.4), printing is limited to a single copy.
If you would like to purchase additional rights please email info@risk.net
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.
If you would like to purchase additional rights please email info@risk.net
More on Risk Quantum
Middle East risks lift StanChart Stage 2 loans
Early alert exposures rise $1.5 billion as conflict-related downgrades mount
Cross-border credit posts biggest rise since Covid
Derivatives claims on overseas NBFIs rise 16% to $2 trillion
Mizuho bucks trend with ¥5.7trn JGB build-up
Valuation losses ease as those at SMFG and SMTG climb
UBS VAR nearly doubles to hit decade high
Hedging activity behind spike as equity markets withstood Iran turmoil
Digital deposits blunt India’s LCR overhaul
Higher run-off rates drive up stressed outflows at HDFC and ICICI, offsetting relief for wholesale funding
FICC-cleared MMF reverse repos hit record high in June
Non-Fed reverse repos exceed $3 trillion for the first time
Barclays LCR hits three-year low as outflows rise
Net stressed outflows rise £9.4 billion while liquid assets hold steady
Huntington non-performing asset ratio hit highest since 2020
Non-accrual commercial and industrial loans rise 20% to record $986 million