Deposits
LCRs of big EU banks rebound faster than smaller rivals in Q2
G-Sibs bolster ratios 19 percentage points in three months to end-June
Eurozone hedge funds put cash to work in Q2
Deposit and loan claims made up 20% of total assets in Q1
Deposit flows shape systemic US banks’ liquidity risk
Non-operational deposits accounted for over 25% of cash outflows in Q2
Cash flood expanded systemic footprint of top US banks
Intra-system liabilities up 26% in Q1
Non-operational deposits flooded US G-Sibs in Q1
JP Morgan also sees a big jump in its maturity mismatch add-on
US bank liquidity ratios eroded in Q1
Net cash outflows and HQLA spike to record levels
Deutsche Bank liquidity buffer shrinks €17bn
Clients’ clamour for cash forces bank to monetise liquidity pool
Bond embrace may help emerging markets withstand Covid-19
Annual growth rate of debt issued by non-bank borrowers averages 11%
Finma relief unlocks $90bn of leverage exposure at Credit Suisse
Central bank deposit carve-out is intended to support lending
US banks’ leverage soared in Q1 before Fed’s reprieve
JP Morgan alone saw leverage exposure climb $112 billion
Swiss banks ask, how about a magic trick?
Banks pull off an accounting trick – with the help of their regulator
French banks cry foul over EBA’s 2020 stress-test plan
Assumptions about the cost of household sight deposits are “not plausible”, critics say
Goldman adds $17bn of deposits in Q3
Consumer platform Marcus doubles deposits year-on-year
Liquidity coverage at US G-Sibs worsens in Q2
HQLA rose $18bn while projected net cash outflows jumped $29bn
Commerz pays €277 million in bank levies in H1
Payment to European Single Resolution Fund up €17 million year-on-year
Estimating maturity profiles of nonmaturing deposits
This paper proposes a method to extract deposit lifetime data from individual account transactions.
EBA data reveals disparities in LCR deposit-bucketing
Regulatory arbitrage concerns surface over classification of non-operational deposits
Fed turns up heat on dollar repo dodge
New liquidity rules for foreign banks’ US branches may be hard to stop, but can be softened
US G-Sibs curb reliance on unsecured debt
Citi cuts outflows related to issued securities 68% year-on-year
US branches of foreign banks shed $91 billion of reserves in 2018
Drop-off coincides with Fed’s ‘normalisation’ strategy
Custodians eye leverage savings of more than $200bn via new SLR
Central bank deposit carve-out won’t change holdcos’ capital requirements
Top CCPs add $79 billion to liquidity pool in 2018
Clearing houses placed more cash with commercial banks than in 2017