G-Sibs
Equity trading volumes surge at Canadian, Singaporean banks
Seven of eight lenders post double-digit rise in 2025, early systemic data shows
Big banks love their climate vendors; small banks, not so much
Risk Benchmarking: Lenders with blue-chip loan books more likely to favour climate tools, research finds
US banks lose appetite for Treasuries as G-Sibs turn to trading book
Two-year surge in non-trading USTs plateaus as HFT bonds tick up
Treasury repo clearing mandate would free up $207bn leverage exposures for G-Sibs
OFR estimates repo clearing share would jump from 45% to 77% under SEC rules
US banks diverge from global peers on OTC clearing
Clearing rates fall in US as UK, Europe and Canada push higher
Morgan Stanley marks biggest risk category swing in 2025 G-Sib test
Substitutability overtakes complexity at US bank for first time
Chinese banks narrow gap to US on systemic risk
Smallest ever distance between two countries in FSB assessment after China surges 160bp
UBS halved Level 3 assets in 2024
Mark-to-model assets had swelled after the Credit Suisse takeover
ECB bank supervisors want top-down stress test that bites
Proposal would simplify capital structure with something similar to US stress capital buffer
JPM stands alone as substitutability cap reins in G-Sib score
Bank of America crosses 500bp threshold for first time, as Basel continues review
US G-Sibs post record secured finance flows in LCR
Q3 spike continues long-term shift toward secured funding and lending in liquidity stress scenario
JP Morgan attracts bigger add-on from Fed’s G-Sib scoring
Methodological divergence with Basel Committee results in double the surcharge
Squashing CVA still dominates XVA desks’ priorities
Dealers favour options-based strategies to manage charges; some explore contingent CDSs amid rising exposures
US G-Sibs diverge on cashflow volatility
Maturity mismatch add-on hits peak at two banks and trough at two others
Bank of America leaps to fourth on global OTC derivatives ranking
Bank overtakes BNP Paribas, Morgan Stanley, Goldman and Citi with €8.3 trillion expansion in 2024
All 14 G-Sib indicators hit records in 2024
Aggregate measures of systemic importance for top banks jumped to new highs, driven by sharp rises in underwriting activity and securities trading volumes
How window-dressing distorts US repo markets
Banks crush their repo balances periodically to massage systemic indicators, with far-reaching consequences for borrowing rates
Morgan Stanley set for biggest reset under softened eSLR
Bank’s leverage utilisation to fall from over 90% to 64% under new buffer
LCH goes live with agency model for client clearing
English law version of FCM-style European trust model approved, as Eurex lags behind
BofA and ICBC lose, Deutsche wins in latest G-Sib audit
Latest assessment of systemic lenders brings capital relief to German giant
Compression eases capital, risk bottlenecks amid CNH swap boom
Dealers say multilateral compression for yuan cross-currency swaps can increase trading capacity