BNP Paribas, SocGen brace for more hits from TLTRO hedge unwinds
Duo expect combined €600m in losses after already booking €500m in first quarter
Source: risk.net
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CCPs shun central banks in liquidity buffers rejig
LCH, Ice US and CME lead the way towards commercial banks
Income Clearing Corporation Japan Securities Clearing Corporation International Organization Of Securities Committee On Payments Options Clearing Corporation Risk Quantum
Source: risk.net
US Bancorp, Citizens head for tighter 'tailored' standards
Banks on track for stricter capital and liquidity rules, while tiered US standards come under scrutiny
Source: risk.net
NSCC member received record $42bn cash call in Q1
Largest payment obligation was 22% larger than previous quarter
National Securities Clearing Corporation Depository Trust Amp Clearing Corporation Dtcc National Securities Clearing Corporation Nscc Committee On Payments And Market Infrastructures Cpmi International Organization Of Securities Commissions Iosco Nited States Us
Source: risk.net
Liquidity risk hits record high at CME
Heightened market volatility in Q1 pushes F&O’s worst-case payment obligation up 13%
Cme Group Depository Trust Amp Clearing Corporation Dtcc Committee On Payments And Market Infrastructures Cpmi International Organization Of Securities Commissions Iosco Nited States Us Learing Members
Source: risk.net
Top EU banks' OTC derivatives climbed 12% in 2022
All but two dealers report higher notional amounts, led by Crédit Agricole
Source: risk.net
IRC capital charges surge at Deutsche and Intesa
Risk-weighted assets covering default and downgrade of traded bonds all but double at Italian lender
Source: risk.net
FICC's liquidity pool $3.8bn short of payment obligation
Clearing unit for MBSs incurred first shortfall on record in January
International Organisation Of Securities Commissions Cpmi Iosco National Securities Clearing Corporation Income Clearing Corporation Clearing Corporation Committee On Payments Fixed Income Clearing Corporation
Source: risk.net
Citi's CVA charge up 7% in Q1
Bank retains the highest capital requirements of any US dealer, ahead of JP Morgan and Bank of America
Jp Morgan Nited States Us Credit Valuation Adjustment Cva Counterparty Credit Risk Counterparty Risk Credit Spreads
Source: risk.net
US banks load up on time deposits amid liquidity concerns
Charles Schwab leads charge with fourfold increase
Pacwest Bancorp First Foundation Federal Reserve First Republic Bank York Community Bank Charles Schwab
Source: risk.net