Risk indicators
Morgan Stanley marks biggest risk category swing in 2025 G-Sib test
Substitutability overtakes complexity at US bank for first time
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
BofA and ICBC lose, Deutsche wins in latest G-Sib audit
Latest assessment of systemic lenders brings capital relief to German giant
Crédit Ag’s risk footprint swells faster than EU peers
Relative analysis of systemic scores suggests sticky step-up in G-Sib surcharge
BNP Paribas poised for fresh G-Sib score cut via intra-EU waiver
Carve-out facing US pushback compressed bank’s cross-border footprint 51% in 2024
European banks swell stocks of complex instruments
Derivatives and hard-to-value holdings rose across the bloc in 2024
JP Morgan SE’s clearing rate plunged to 15% in 2024
US bank’s EU arm slashed €5.7trn in cleared notionals, while bilateral grew €11.4trn
JP Morgan SE, BPCE drive surge in European OTC derivatives
Foreign-owned dealer and French bank climb rankings on rapid notional growth in 2024
EU banks’ systemic indicators soared to record highs in 2024
Trading activity drives surge across 29 banks
UniCredit shed €976bn of OTC derivatives notionals in 2024
Italian bank posts sole decline among EU peers through trade compression
More than one-quarter of banks overhaul third-party KRIs
Op Risk Benchmarking data shows more flux – and less confidence – in indicators tracking vendors versus other risks
Global OTC derivatives jump €72trn in 2024
Europe, UK, Canada and China hit record highs, while US banks pull back
ABN Amro trading equity volume doubled to €31trn in 2024
Dutch bank outpaces all European peers on key systemic risk metric and trails only three US firms
Unseasonal Q1 surge lifts US G-Sib scores to record highs
Latest systemic risk scores for JP Morgan, Citi, Goldman and Morgan Stanley could lead to extra 50bp to their respective capital surcharges
Systemic risk jumps at Chinese G-Sibs in 2024
OTC derivatives and securities volumes drive sharpest increases in 10 years
JPM leads record STWF surge at US G-Sibs
Five banks hit new highs in Q4, as increased reliance weighs on systemic risk scores
Singaporean banks see surge in systemic risk indicators
2024 figures show underwriting activity spike across the board
US dealers’ OTC clearing rates plunge to multi-year lows
Cleared notionals down $24.3trn in Q4 amid year-end compression push
BofA, JPM face 50bp increase in G-Sib surcharge
Surge in systemic indicators puts banks on track for 3.5% and 5% add-ons in 2027
Global banks boost Level 3 assets to new highs
European lenders and UBS-Credit Suisse merger fuelled rise in hard-to-value instruments in 2023