Risk Quantum
Custody assets rebound after Q4 equity rout
Total Auca at three leading custodians hits $91.9 trillion at end-March, up 4.5% quarter-on-quarter
Japanese banks growing less resistant to financial crises
Ebbing income expectations would erode future capital ratios
SFT netting trails swaps at big EU banks
Netting wiped €1.5 trillion off nine G-Sibs' swaps exposures
Deutsche’s counterparty exposures at odds with capital
Large share of bank’s trades capitalised under internal model method
Custodians eye leverage savings of more than $200bn via new SLR
Central bank deposit carve-out won’t change holdcos’ capital requirements
Shadow banks gobble up cross–border loans
Traditional lenders' claims on non-bank financial institutions increased 8% at year-end
US Bancorp takes axe to toxic loans
Non-performing assets fall 17% year-on-year
New SLR could cut $63bn off BNY Mellon’s leverage exposure
Proposed rule change would exempt central bank reserves from SLR denominator
Credit risk concentrations vary across big EU banks
The median G-Sib had roughly 60% of its credit portfolio exposed to counterparties outside its domicile
BofA takes $84 million hit from toxic energy loan
Commercial loan charge-offs soar to $156 million because of troubled utility client
UK public sector loads up on interest rate swaps
Outstanding derivatives values double in last quarter of 2018
Citi raises CECL reserves estimate
A 30% jump in reserves would translate to a roughly 30bp capital hit