Data
Interest rate ETDs surge to second-highest level on record
Futures-led surge signals firmer views on rate direction
Six FCMs set record lows for target residual interest share
Brokers’ own resources are outpaced by customer funds
One in 10 property loans at EU banks threatened by climate hazards
Helaba remains the most exposed among peers, with both residential and commercial books linked heavily to climate risks
BoE lowers capital benchmark for first time in a decade
Drop to 13% envisages 0.5pp decline in Pillar 2 add-ons after Basel III
Chinese banks narrow gap to US on systemic risk
Smallest ever distance between two countries in FSB assessment after China surges 160bp
HSBC North America posted most loss-making days in Q3
The foreign IHC traded in the red 43 out of 64 days, the highest among 32 banks analysed
UBS halved Level 3 assets in 2024
Mark-to-model assets had swelled after the Credit Suisse takeover
Barclays Capital F&O funds jump past $20bn, narrowing gap with Citi
Customer and total funds rose in early November as most FCMs reported declines
Equity VAR hovering near four-year high at US banks
Gauges of stock market risk rise 36% in just one year
JPM stands alone as substitutability cap reins in G-Sib score
Bank of America crosses 500bp threshold for first time, as Basel continues review
US G-Sibs post record secured finance flows in LCR
Q3 spike continues long-term shift toward secured funding and lending in liquidity stress scenario
JP Morgan attracts bigger add-on from Fed’s G-Sib scoring
Methodological divergence with Basel Committee results in double the surcharge
US G-Sibs diverge on cashflow volatility
Maturity mismatch add-on hits peak at two banks and trough at two others
Bank of America leaps to fourth on global OTC derivatives ranking
Bank overtakes BNP Paribas, Morgan Stanley, Goldman and Citi with €8.3 trillion expansion in 2024
All 14 G-Sib indicators hit records in 2024
Aggregate measures of systemic importance for top banks jumped to new highs, driven by sharp rises in underwriting activity and securities trading volumes
Morgan Stanley set for biggest reset under softened eSLR
Bank’s leverage utilisation to fall from over 90% to 64% under new buffer
BofA and ICBC lose, Deutsche wins in latest G-Sib audit
Latest assessment of systemic lenders brings capital relief to German giant
FCM capital buffers drop below pandemic nadir
HSBC Securities, RBC Capital Markets set record lows for surplus over requirements
Record $95bn in equities sits with US banks as OTC margin
Stocks on par with US Treasuries in top dealers’ collateral trove
Capital One’s LCR strengthens post-Discover acquisition
Projected retail outflows rise one-third after card-business deal, but liquidity buffers hold up
Opaque NCCBR market twice as big as regulators expected
Transaction-level data reveals $5trn in non-centrally cleared bilateral repo, raising transparency and risk concerns