Systemic risk
RBC US inches towards category III status on assets build-up
Canadian lender’s US subsidiary on course for stricter liquidity and leverage requirements in Q3
Rumblings over UK review of ‘bad apples’ regime
Plans to reform Senior Managers and Certification Regime raise concerns over backsliding on conduct in financial industry
Saved by the Byrd? The fight over the OFR’s future
Dodd-Frank made it the premier data-grabber, and the financial world doesn’t like it
Public interest assessment in resolution of small and medium-sized banks in the European Union
This paper studies key determinants of public interest assessments in EU bank resolution with a focus on three factors: systemic risk, bank size and bank localness.
The AI bot that left the garage
Senior operational risk exec explains how hidden third-party feature could lead to systemic risk
Fed hears renewed calls for tuneup of G-Sib surcharge
Failure to revisit 2015 methodology has led to inflated systemic risk scores, experts say
Academic warns of systemic risk from AI-powered trading
Strategies generated by LLMs exhibit “very strange, correlated trading behaviour”, says Lopez Lira
Hong Kong watchdog taps GenAI to monitor shadow banking risk
News headlines, social media and bank earnings calls all followed using in-house tools
Seven banks fall short of full capital buffers in DFAST 2025
DB USA posts largest gap, with four G-Sibs also dipping below their full requirements
US G-Sibs’ non-bank assets surpass $6trn for first time
After plateauing for years, non-bank asset shares surged in 2024, led by Citi and JPM
How concentrated is the clearing ecosystem and how has it changed since 2007?
This paper uncovers changes to concentration of the clearing ecosystem and how it has changed since the 2007-9 financial crisis.
Global OTC derivatives jump €72trn in 2024
Europe, UK, Canada and China hit record highs, while US banks pull back
Research on the dynamic early warning effect on the manufacturing industry from the perspective of systemic financial risks: evidence from the Chinese market
The authors explore how the China systemic financial risk composite index might contribute to the development of the Chinese manufacturing industry.
Regulators urged to use Dora reporting to track systemic risk
Risk Live: Bankers and regulator say governance requirements for new rules are complex to implement
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
EU tipped to tag less than 30 tech firms as critical for Dora
Irish regulator suggests European supervisors will take narrower view than some feared
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
Rising systemic risk demands a new risk management paradigm
Reinsurers need insurance-linked securities to share burden of climate-related catastrophic risk
First Chinese TLAC ratios trail global peers
Bank of Communications’s 18.7% TLAC lowest among 28 G-Sibs
Systemic risk jumps at Chinese G-Sibs in 2024
OTC derivatives and securities volumes drive sharpest increases in 10 years
BoE plans to link system-wide and individual stress tests
Meanwhile, ECB wants to broaden system-wide stress models to include central counterparties
The future of risk and insurability in the era of systemic disruption, unpredictability and artificial intelligence
The authors demonstrate the fragile nature of traditional risk management techniques in the face of frequent high-impact shocks and advocate for a new approach that treats disruption as systemic rather than episodic.
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