Risk Quantum
At UBS, market risk charge falls following model updates
Market RWAs dropped on the quarter, even though risk levels increased
Some eurozone banks have thin leverage capital buffers
Tier 1 capital surpluses above regulatory minimums range between 31% and 123%
Cash burn drives UBS’s LCR lower in Q3
Swiss bank’s HQLA at lowest level since public disclosure began
Top 10 CCPs add $5.4 billion to liquidity pools in Q2
Clearing houses expand size of secured credit lines over the second quarter
At large US banks, credit loss reserves up 12% in Q3
JP Morgan took $1.5 billion of provisions in the third quarter alone
Post-crisis rules roil US cross-currency basis – IMF
EU leverage ratio causes basis spikes at quarter-ends
BNY Mellon leads US custody banks’ assets increase
Total Auca stood at $94.4 trillion at end-September
Following Fed changes, Morgan Stanley’s leverage bind to loosen
Bank chief cannot see capital requirements going up when stress capital buffer and new SLR come into effect
Defaults would dent, but not destroy, CCP liquidity buffers
Max payment obligations in event of member default would be sufficiently covered
US Bancorp could trim liquidity buffer by $15bn
Relaxation of liquidity coverage ratio for mid-sized banks would reduce HQLA requirement
Tri-party repo and collateral businesses feather BNY Mellon’s earnings
Non-cleared margin rules and US Treasury issuance behind revenue surge
Basel members speed up implementation of banking reforms
Most rules now adopted by more than half of member jurisdictions
PNC eyes $50m windfall from regulatory easing
Capital relief could be used to plump shareholder distributions next year