PE funds exit boots Wells Fargo's capital ratio
Two billion dollars of investment sales in Q3 added 14bp to CET1
Source: risk.net
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US banks ditch IR futures as appetite for swaps booms
Notional for futures craters 19% in Q2, hitting lowest in at least seven years
Source: risk.net
Riskless assets hit three-year low at top US banks
JP Morgan drives shift, shedding more than $65 billion in risk-free exposures
Source: risk.net
Client margin up 8% at Barclays' swaps clearing unit
UK bank bucks trend and overtakes Wells Fargo to become sixth FCM by share in August
Wells Fargo Commodity Futures Trading Commission Cftc Barclays Capital Nited States Us Futures Commission Merchant Fcm Isk Quantum
Source: risk.net
Wells Fargo has thinnest TLAC headroom globally
Bail-in funds sat 8% above required amount at end-June, smallest gap among the 25 banks subject to the standard
Source: risk.net
Share of op risk modelling falls at European banks
Less than half of analysed dealers rely on the AMA, as introduction of new standardised approach looms large
Basel Committee On Banking Supervision Bcbs Eserve Bank Of India Rbi Abn Amro Banco Sabadell Bnp Paribas Crédit Agricole
Source: risk.net
US banks' RWA density dwarfs that of European peers
Truist, Capital One and PNC Bank lead with risk density above 65%
Source: risk.net
BNP Paribas's default contributions hit record high in H1
Requirements from CCPs up 19% across 13 EU and UK banks
Source: risk.net
RBI's modelled market charges surge 31% SVAR spike
Widespread volatility in first half of year inflated stressed gauge despite 2022 wind-down of rouble positions
Raiffeisen Bank International Raiffeisen Bank International Rbi Entral And Eastern Europe Cee Market Risk Market Risk Modelling Stressed Value At Risk Svar
Source: risk.net
Morgan Stanley's default fund contributions jump $1.9bn in Q2
Aggregate increase across US clearing banks pushes requirements to highest point since 2021
Source: risk.net