Basel III endgame: overall relief hides winners and losers
G-Sibs gain from surcharge reform while AOCI hits regional banks
This is the fifth in a series of extended articles from Risk.net’s Risk Quantum desk, which produces daily data articles, available via a Risk Management subscription. You can find the previous articles here.
When US federal agencies unveiled the Basel III endgame proposals on March 19, they said capital requirements at large banks would “modestly decrease”. On aggregate, this claim is accurate
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
US banks add $75 billion of CRE as concentration risks recede
Portfolios grow at fastest pace in nearly three years, while exposure above regulatory thresholds drops
US banks show little risk shift after eSLR relief
Lowest-risk exposures hit record, but BNY drives largest reallocation
CCP liquid resources pivot to secured commercial bank cash
Eurex, CME and ECC drive jump in reverse repo-linked liquidity buffers in Q1
US banks more optimistic than Fed on loan losses
JP Morgan, BofA and Wells Fargo stray furthest from Fed’s estimates
CCP liquidity risk measures hit highs in Q1
LCH, HKEX, JSCC and OCC set payment obligation records
DB USA undershoots Fed capital decline by 3.4pp in DFAST 2026
Nine banks project smaller CET1 falls than the Fed
Iran turmoil lifts CCP margin to new peak
Ice, JSCC and ECC among clearing houses posting sharp Q1 increases
Ice rates contracts leapfrog CME SOFR in June
Ice rates open interest hits $62.3trn as euro and sterling hedging demand climbs