Held-to-maturity (HTM)
At systemic US banks, CLO holdings dip
Wells Fargo sees 15% sliced off the value of its portfolio
Top insurers mark down CLO holdings following Covid-19 tumult
MetLife discloses $773 million unrealised loss
Bank of America shifts mortgage bonds into holding pen
By cutting available-for-sale assets, bank should avoid equity volatility
Top banks’ US Treasury holdings up 26% in 2019
Fair value gains follow plummeting yields on government paper
Top banks’ trading books dwindled in 2018
Trading and available-for-sale assets dropped €160 billion year-on-year
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
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%
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
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
CCAR projected losses top half a trillion
Trading and counterparty losses made up 20% of total predicted losses across participants
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