Balance sheet
US banks’ non-core funding dependence ratio jumped in 2023
BHCs’ aggregate figure almost doubled to post-pandemic high last year
Nordea writes off €130m of intangibles after accounting change
Fourth quarter impairment charges fourteen times larger than year prior
US Bancorp adds on $8bn in long-term debt
Interest expense from LTD rises to $569 million in Q4
US dealers’ leverage adequacy hits two-year high on repo compression
Lower repo exposures freed up capacity for derivatives and off-balance sheet items in third quarter
G-Sibs’ risk score heatmap shows signs of shakeup
Most systemic lenders’ scores remain driven by cross-jurisdictional activity, but other categories increase in heft
PTFs loaded up on US Treasuries during SVB collapse
Treasury official says non-bank interdealer market share rose 10 percentage points in March as dealers retreated
PacWest’s loans jitter, deposits dwindle in race towards merger
Merging partner Banc of California also sees deposit base slip further
Goldman writes off $506m of intangibles in GreenSky disposal
Only sliver of original investment to return to CET1 capital
Five US banks add $7bn in unrealised losses in Q3
Deductions at JP Morgan and Wells Fargo surge by more than $2 billion each
US banks’ RWA density dwarfs that of European peers
Truist, Capital One and PNC Bank lead with risk density above 65%
Empowering risk management with AI
This webinar explores how artificial intelligence (AI) can strip out the overheads and effort of rapidly modelling, monitoring and mitigating risk
Europe’s lenders sail into uncharted waters of the banking book
Regulators are pushing banks to map their credit spread risk. Here be dragons?
ALM technology systems 2023: market update and vendor landscape
Chartis' 2023 ALM research report returns to the key themes highlighted in the 2021 report. This update re-evaluates the complex ALM framework, which broadly comprises distinct segments that include funds transfer pricing, liquidity risk management and…
Five US banks would breach CET1 buffers on AFS loss reinclusion
Fed’s vice-chair proposal to scrap AOCI waiver would cripple KeyCorp the most
Risk Technology Awards 2023: Bank runs become sprints
The abrupt collapse of SVB is changing what banks want from ALM software
Goldman could face higher capital charge under Barr proposal
Plans to prevent G-Sib score window dressing would penalise all US systemic banks bar Citi
DFAST mortgage loss rate doubles 2022 figure
At $6.9bn, JP Morgan would bear brunt of losses, according to Fed projections
Five banks lowballed loan losses in latest DFAST
Banks project $23bn smaller hit to loan portfolios, with Wells Fargo and Citi the most off-target
Regulators’ remorse: SVB and the case for IRRBB capital charges
Basel Committee chair among those who say Pillar 1 capital requirement could have helped control SVB risks
After SVB downfall, EBA stress test seeks out unrealised losses
European regulator asks for data on the fair value and sensitivity of bonds and their hedges
A student of Dr Doom says QE is here to stay
Salomon alumni Michael Howell says central banks can’t stop pumping liquidity