Risk Quantum
DTCC default fund contributions shrink 16%
CCP reports 268 clearing members at end-March
Savings vary for UK banks under BoE leverage ratio
RBS deducted £80 billion of leverage exposure under UK-specific rule at end-March
Getting risk models runway ready
Banks struggling with internal model requirements may soon opt for off-the-rack rather than bespoke
Fed study says CCAR has not toughened over time
Higher planned dividends and buybacks to blame for increased capital depletion under stress tests
US banks’ liquidity buffers thinnest among G-Sibs
Mean LCR of US banks hits 122.5% in Q1
Banco Santander’s CVA charge drops 20% in Q1
Three EU G-Sibs cut capital requirements, three increase them
Default fund costs dominate US G-Sibs’ cleared swaps charges
Default fund contributions accounted for 62% of the eight banks’ RWAs
European and UK leverage ratios fall in Q1
UK banks had leverage ratios on average 26bp higher than their continental European peers
JSCC default funds shrink $1.7 billion in Q1
The CCP reported 281 clearing members at end-March
At US G-Sibs, off-balance-sheet exposures climb $44bn
Goldman Sachs is only big bank to post lower amounts on quarter
Giant EU banks grow asset share over four years
Share of assets held by five largest banks in the median EU member state hits 65%
Overseas loans to US crept up in Q4
But rate of loan growth to US borrowers fell throughout 2018
Bond binge accelerates at eurozone insurers
Annualised growth rate of debt portfolios hits new high of 2.6%