Leverage ratio
SA-CCR switch cuts leverage of two Japanese banks
Leverage exposures for Nomura and Norinchukin fall ¥4.7 trillion in aggregate
Holdco issuances spur Barclays’ MREL progress
UK bank issues £7.1 billion of MREL debt in first half of 2019
Restructured Deutsche would be slimmest eurozone G-Sib
As of Q4 2018, the German bank was the third-largest systemic lender by leverage exposure
Capitalab completes first compression run with SGX
Compression efficiency in SGX Nikkei 225 options could be as high as 50%, Capitalab says
Basel closes in on IM offset for leverage ratio
US seen as obstacle to consensus; committee expected to allow netting of margin against PFE only
Savings vary for UK banks under BoE leverage ratio
RBS deducted £80 billion of leverage exposure under UK-specific rule at end-March
How capital rules overwhelmed bank strategy
Regulators shouldn’t run a bank – but Basel III and stress tests have put them in the cockpit
European and UK leverage ratios fall in Q1
UK banks had leverage ratios on average 26bp higher than their continental European peers
At US G-Sibs, off-balance-sheet exposures climb $44bn
Goldman Sachs is only big bank to post lower amounts on quarter
US mid-sized banks may bulk up. (Is that safe?)
The crisis over a decade gone, the Fed’s ‘tailoring’ proposal will greatly relax rules on the mid-tier
Lack of buy-side repo backstop a concern – Citi repo head
Growth of client repo books could create liquidity crunch, says Grigorios Markouizos
US G-Sibs keep on expanding repo books
JP Morgan has increased repo exposure by 34% year-on-year
Whose leverage ratio is it anyway?
Basel's capital backstop has been distorted out of shape by supervisory meddling
Commerzbank’s leverage ratio sinks as balance sheet bloats
Total leverage exposure hits €527 billion
SA-CCR may need more fundamental fixes
Quants propose tweaks to improve Basel counterparty credit risk framework
Leverage ratio target slips further out of Deutsche’s reach
Exposures balloon after three quarters of decline
Under SA-CCR, Nomura leverage exposure drops over ¥7 trillion
Methodology switch sends leverage ratio soaring to 5.04%
Bail-in bond issuance bolsters Barclays' capital
UK bank plans £8 billion of AT1 bond issuances in 2019
Custodians eye leverage savings of more than $200bn via new SLR
Central bank deposit carve-out won’t change holdcos’ capital requirements
Goldman welcomes Basel’s rationalisation drive
Isda AGM: Praise for efforts to curb fragmentation, but EU official defends rollback of deference
Swap book values of US G-Sibs dropped in 2018
Settled-to-market technique responsible for some deductions year-on-year
Swaps, repo grow share of G-Sib leverage exposures
On-balance sheet exposures shrink as a constituent of key regulatory measure
US version of SA-CCR could hurt settled-to-market swaps
Capital requirements on a client’s hedged options portfolio could increase by 1,100%
SOFR tipped to hit 300bp at quarter-end
US repo rate set for 25% spike thanks to French bank “window dressing” and US Treasury issuance