Available-for-sale (AFS)
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
FBOs get smaller, simpler and easier to resolve
Foreign bank IHCs have shrunk between 16% and 41% since Q3 2016
JP Morgan on brink of 4% G-Sib surcharge
US bank will have to cull balance sheet by year-end
RBS, Nordea escape G-Sib cuffs, BPCE joins the club
The once-largest bank in the world is no longer considered a systemic threat
JP Morgan slashes UK exposures ahead of Brexit
Derivatives and securities exposures halved since June 2016
Capital One MBS sale to boost CET1
Portfolio shuffle will take $200 million out of AOCI
US banks shuffle structured product portfolios
Investments classified as available-for-sale drop $8.7 billion across six largest dealers
US banks cut available-for-sale portfolios
Securities classifications have shifted materially since AOCI filters were removed in 2014
Swedish DMO raises concerns over Basel III impact on bond trading
The chief economist of Sweden’s debt office fears new rules on available-for-sale securities will make government bonds less liquid