Deposits
Capital One’s LCR strengthens post-Discover acquisition
Projected retail outflows rise one-third after card-business deal, but liquidity buffers hold up
Some European banks still failing net interest income test
Swedbank joins seven other outliers after it updates methodology assumptions
Truist locks in $12bn long-term debt as rates hold high
Bank raises LTD and time deposits while slashing short-term borrowings
Was a big US bank close to collapse in 2023?
PNC’s Bill Demchak says it was. And the data suggests he was talking about BofA
How to reform the NSFR… and why regulators may never get there
Ideas for updating funding rules after SVB include recalibration and concentration limits
First Citizens used AI to retain SVB customers
Retention effort involved using AI to monitor customer behaviour and sentiment – including profanities
Loan-to-deposit ratios rise in most US states
New Hampshire leads at 99% as Nevada posts biggest gain
Societe Generale rejigs liquidity buffer towards sovereign bonds
Central bank cash at smallest share since before pandemic
NSCC suffers record $7bn liquidity shortfall
Index rebalancing in December drives CCP’s largest-ever simulated funding gap
SLR relief for Treasuries would lift median banks’ ratio by 57bp
Charles Schwab and Goldman Sachs set for biggest boost if Covid-era relief returns
Japan Post Bank’s liquid deposits reach largest ever share
A decade since its privatisation, the bank has seen a shift in its deposit structure
Trump 2.0 bank supervision: simpler but no soft touch?
Republican FDIC vice-chair Travis Hill wants more focus on financial risk instead of process
Banks take aim at Gruenberg’s brokered deposit rule
Regulatory lawyers question need to reverse 2020 rulemaking just four years later
IASB cautions hedging fix won’t be perfect, but it will help
Banks optimistic that new model could prevent broken hedges driving balance sheet volatility
How the rate hike cycle emboldened banks’ deposit modelling
But just because depositors didn’t react quickly doesn’t mean it will never happen
European banks search for consensus on credit spread risk
New EBA guidelines spawn diverging interpretations of which products must be assessed for CSRBB
Rate risk modellers relieved as EU deposits stay sticky
Banks feared retail deposits would be flightier than during previous periods of rate hikes
The boy who cried ‘outlier’: false alarms could dog EBA test
Analysis reveals banks deemed outliers by net income test are profitable post-shock, so how useful is the test?
NYCB turns to repos, discount window in cash-hoarding push
Bank had previously supplemented funding needs almost exclusively with FHLB advances
One year on, regulators still want a cure for bank runs
Broad support for higher outflow assumptions on uninsured deposits, but that won’t save insolvent banks
Basel Committee reviewing design of liquidity ratios
Focus on LCR and NSFR after Silicon Valley Bank and Credit Suisse, but assumptions may not change