Data
Market RWAs surge at mid-sized banks in Q2
Mizuho Americas adds $3.6 billion, while Northern Trust posts 212% increase
Equity revenues at largest US banks double
G-Sibs’ equity securities and index revenue surges to $27 billion
US G-Sibs’ mark-to-market equity derivatives liabilities top $200bn
Goldman leads record $105 billion quarterly widening in US banks’ negative fair value
Liquidity risk spikes at Eurex, JSCC, NSCC
New highs for stressed payment obligations set at three CCPs
JP Morgan drives US G-Sibs’ equity shorts to record $356 billion
Bank accounts for nearly half of Q2 increase as rising equities push up short liabilities
NSCC issues record $27.6bn margin call in Q2
Required IM hits all-time high as posted cash nearly doubles
Huntington real estate delinquent loans hit record high
Quarterly jump is largest on record as delinquencies top $2 billion for the first time
Major US banks’ equity collateral surges to record $140bn
Stocks overtake Treasuries as fourth-largest OTC collateral type
SEB’s LCR drops to six-year low on corporate deposit surge
Temporary corporate inflows lift stressed outflows as lending as HQLAs stay flat
Citi, Goldman and Wells Fargo drive $74bn AFS securities surge
AFS share at US G-Sibs rise for 12th straight quarter as Treasury holdings climb to record high
DB USA’s cleared OTC notional surges eightfold in Q2
Revival of FCM propels Deutsche’s cleared OTC derivatives to fourth-largest among non-G-Sibs
NatWest, HSBC leverage headrooms hit record lows
Banks buck UK peer trend ahead of BoE leverage ratio reforms
Morgan Stanley FCM capital surges to record $26.7 billion
July’s $6 billion increase is largest in firm’s history, despite lower capital requirements
CBLR overhaul opens door to 348 more banks
Only 60 community banks still excluded from opting into leverage ratio-only requirements
Westpac’s credit exposures surge on Aussie dollar moves
Bank adds A$1.5bn in CVA and CCR charges in latest quarter, driven by higher mark-to-market value of derivatives
Deutsche Bank bad loan charge hits record on CRE woes
Allowance against higher-risk property loans tops €1bn for the first time
Sterling interest rate options climb to highest on record
Greater options use hints at uncertainty over BoE rate trajectory
BofA’s Level 2 HQLAs triple in Q2
Less liquid assets make up highest share of buffer in three years
AmEx debuts with second-lowest unadjusted NSFR
Category II transition will likely reduce funding cushion from 2027
Japan’s G-Sibs’ fallback fund RWAs top ¥1trn
SMFG drives 62% quarterly rise as MUFG cites methodology effects
Equity VAR at top US banks hits highest level since 2020
Goldman Sachs, Morgan Stanley and JP Morgan lead surge; Citi bucks trend with unusual negative reading