Two non-G-Sibs have high short-term wholesale funding scores under Method 2
In contrast, the other six US G-Sibs slashed $4.4 billion of Level 3 assets on aggregate
Non-HQLA securities fell $146 billion in aggregate
Cleared swaps accounted for 49% of notionals at end-2018
Total notionals reported by the eight US G-Sibs stood at $196.3 trillion at end-December
Proposal includes explicit public backstop for key functions and private provision of other services
Big cuts to derivatives and trading securities push systemic risk scores lower
Other countries need time to catch up on Basel large exposures rule, Fed official says
In this paper, the authors develop a conceptual framework to examine whether the regulatory changes since the Pittsburgh Summit could be a catalyst for reconsidering the structure of clearing houses.
Study shows systemic risk of smaller banks snowballs during stress periods
Economic data may be relatively gloomy, but default probabilities for lenders fell sharply last year
The combined bank would likely attract 2.5% G-Sib surcharge
January 11 shutdown of dominant US Treasury market platform worries participants
DNB Bank has 9.10% combined buffer, the largest of stress-tested banks
The centrally cleared interest rate derivatives market: how are clients changing the risk perspective?
This paper analyzes counterparty relationships within both direct (house) and client clearing in the interest rate derivatives market in the European Union.
Systemic risk in the financial system: capital shortfalls under Brexit, the US elections and the Italian referendum
This paper uses SRISK to quantify the estimated capital shortfalls of financial institutions under three relevant stress events that occurred in 2016: Brexit, the Trump election and the Italian referendum.
Basel method shows cross-jurisdictional activity makes up 30.8% of banks’ total G-Sib scores
The combined total hit $93 trillion at end-September
Different emphasis of rival frameworks could frustrate bank efforts to reduce systemic risk
End-users say using more than one clearing broker doesn't make economic sense
The big banks trimmed total leverage exposure by €2.9 trillion (4%) in 2017
The once-largest bank in the world is no longer considered a systemic threat
This paper investigates the effects of contagion in interbank-lending networks, with a special focus on the theoretical grounding of centrality measures.