Risk Quantum
Insurers slow purchases of eurozone sovereign bonds
Annualised growth rate of government debt holdings falls to 2%
Equity derivatives surge at US G-Sibs
Gross notionals have increased 8.9% year-on-year
BAML leads US G-Sibs on swaps exposures to hedge funds
Bank has seen net current credit exposures to hedge funds rise 231% in three years
Swaps between UK banks and foreign firms climb in Q2
Total value of derivatives assets and liabilities with overseas lenders hits £2.09 trillion
TD Bank closes on TLAC target
Lender sold four bail-in bonds last quarter, boosting its TLAC ratio to 18.9%
Peripheral EU banks free encumbered assets
Ratio of encumbered assets to total assets at Greek banks falls to 23.9% from 31.6%
Big US banks hold more Treasuries as swaps collateral
Government securities made up 8.2% of all initial and variation margin at G-Sibs in Q2
EU public funds buoy Italian lenders
European facilities cover almost 10% of Italian bank funding
US G-Sibs grow and multiply ties with other banks
Big eight banks grow by 1.5% in aggregate in Q2
Bail-in bond sales catapult BMO towards TLAC target
Bank’s TLAC ratio hits 19.4% following debt issuances
Scotiabank eyes capital savings following divestments
Wind down of overseas investments expected to increase CET1 capital ratio by 50bp
Six US banks grow systemic footprints
BAML and Citi climb into higher G-Sib surcharge buckets