Available-for-sale (AFS)
Seeking capital savings, JP Morgan shifts assets to holding pen
Transfer of assets to HTM portfolio could reduce stress capital buffer in future
Systemic indicators surged at European banks in 2019
Total exposures increased 3% year on year
French, UK banks have largest trading portfolios in Europe
Fair value and HFT assets concentrated among biggest banks
Structured product losses weigh on Canadian G-Sibs
CDOs held by RBC lose C$369 million over three months
Top insurers mark down CLO holdings following Covid-19 tumult
MetLife discloses $773 million unrealised loss
Bank of America shifts mortgage bonds into holding pen
By cutting available-for-sale assets, bank should avoid equity volatility
Top banks’ US Treasury holdings up 26% in 2019
Fair value gains follow plummeting yields on government paper
Fifth Chinese bank nears G-Sib designation
Build-up of trading assets and hard-to-value instruments contributed to Bank of Communication’s G-Sib score increase
Top banks’ trading books dwindled in 2018
Trading and available-for-sale assets dropped €160 billion year-on-year
Now less of a systemic risk, Deutsche wins capital relief
Prospective leverage ratio should fall to 3.75% after risk-cutting efforts
TD Bank added to too-big-to-fail list
The bank’s total exposures climbed 2.4% to €931 billion year-on-year
Large banks set for capital boost through Fed’s AOCI opt-out
Unrealised losses on certain assets will not longer filter in CET1 capital for non-systemic lenders
Buy-to-hold inventories empty at US banks
Mid-sized lenders have trimmed held-to-maturity portfolios the most
Retained earnings power capital growth at top eurozone banks
Retained earnings increased €29.7 billion as part of CET1 at 16 large eurozone banks in two years to end-2018
US G-Sibs grow and multiply ties with other banks
Big eight banks grow by 1.5% in aggregate in Q2
EU banks increase systemic footprint
Values used for seven of 12 systemic risk indicators climb year-on-year
Fed stress test AOCI wallop softens in 2019
Fourteen participants see projected capital drain due to unrealised losses drop 63% year-on-year
Deutsche Bank's asset cull to lower systemic risk buffer
G-Sib surcharge could drop to 1.5%; leverage ratio to 3.75%
HSBC's systemic risk indicator amounts grow
UK lender is just 20bp short of 2.5% capital surcharge bucket
Asset-backed securities swell Wells Fargo's revenues
Non-agency RMBS sales power $125 million of net gains on debt securities
Illiquid trading assets drop at big US banks in Q4 2018
Non-HQLA securities fell $146 billion in aggregate
Accounting switch saps Ping An's investment yield
IFRS 9 lops 37 billion yuan from investment return
Structured product holdings fall at big US dealers
Morgan Stanley's portfolio more than halves in 2018 to $401 million
Japanese megabank JGB portfolios shrink
Domestic government bond holdings drop 12% in 2018