Bank’s ratio sits 90bp above regulatory minimum as US Treasuries and excess reserves return to weigh on total exposures
Intermediate holding companies reported higher post-stress capital and leverage ratios than their US peers did
Total OBS exposures across the US largest systemically important institutions hit $3.04trn in Q1
German bank increased central bank reserves currently excluded from leverage ratio the most in Q1
Reuse rate of collateral points to growing fragility and interconnectedness in financial markets
What rule changes are needed in response to the messy collapse of Bill Hwang’s firm?
Archegos’ banks were burnt by its hidden US swaps – in much of Europe, they would have to be public
Short volatility players try to box clever after strategy’s Covid rout
German lender adds €37.2bn of leverage exposure in Q1
Swiss bank gave family office 10 times leverage, compared with four or five times at Goldman
Deutsche Bank reduced these exposures by 12% alone
Bank says raising capital against deposits are “unnatural actions for banks”
Regulator-prescribed margin methodology permits six-times leverage on equity swaps
Gross hedge fund leverage came to 6,450% of NAV
Average G-Sib will see SLR decline 90 basis points using Q4 2020 figures
The risks of off-balance sheet financing remain largely hidden from view
Flush with new cash, vendors ready rebalancing services ahead of risk-sensitive leverage framework
Collateral received by the Japanese bank exceeds its total on-balance-sheet assets – does it matter?
Biggest lenders may have to limit repo activity to manage leverage capital, observers say
Risk Awards 2021: when the pandemic hit, Amundi moved quickly to cut risk and raise liquidity
Conflicting results fuel arguments over dividends and buybacks
The author assesses the quantitative effects of the recent proposal for more robust bank capital adequacy.
OBS items now make up less than 18% of total exposures
Allowing more clients to self-clear can reduce CCPs’ reliance on a few firms, says ex-Chicago Fed adviser