Risk Quantum
UK bank funding costs spike in Q1 – BoE
Total term debt issuance is around 60% higher this year to date than at the same points in 2016 and 2017
UK banks ramp up market risk
Market RWAs up £18 billion in first quarter
Ring-fencing to starve investment banks of deposit funding
BoE data estimates non-ring-fenced banks will have access to just 4% of household deposits
JSCC reinforces default funds
Member firm contributions swell ¥135.5 billion across derivatives clearing services
FICC liquidity facility swells to $36 billion
Capped contingent liquidity facility adjusts in response to heightened liquidity risk
European banks vague on settled-to-market switch
UBS reported a cut in gross derivatives assets and liabilities attributable to STM of Sfr11.4 billion in 2017
EU insurers embrace infrastructure bonds
Solvency II-compliant infrastructure investments concentrated in handful of firms
BIS renews claims of capital 'gaming'
Modelled capital requirements for identical portfolios can differ by up to 4%, study shows
Basel III ratios bolster bank resilience – BIS
Analysis shows regulatory minimums protect banks from distress
EU insurers most exposed to French sovereign risk
French government bonds make up 23% of sovereign exposures
Stress test results show Fed toughening up
Median post-stress ratio of 7.9% the lowest pass mark to date
Banks struggle with BCBS 239 implementation
Only three G-Sibs fully compliant with all risk data and reporting principles at end-2017