BNY Mellon, Schwab would benefit most from SLR relief
A repeat of the pandemic carve-out would boost average ratio across US banks by 45bp
Source: risk.net
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EU banks add overlays as crises evade modelling
Lenders buttress provisions against unpredictable fallout from Russia's invasion of Ukraine
Danske Bank Deutsche Bank Andesbank Baden Württemberg Lbbw Raiffeisen Bank International Rbi Uropean Union Eu Crédit Agricole
Source: risk.net
Ice Credit's required initial margin up 18% in Q2
CCP reported highest level on record, superseding Covid-19-induced peak
Ice Clear Credit Intercontinental Exchange Ice Initial Margin Counterparty Risk Learing Members Credit Default Swaps
Source: risk.net
TLAC rules no sweat for US regionals
Capital One and US Bancorp best placed to fund their balance sheets with long-term debt
Risk Quantum Financial Stability Board Office Of The Comptroller Currency Occ Federal Deposit Insurance Corporation Fdic Ally Financial Bank Of America
Source: risk.net
Liquidity risk up 138% at Eurex in Q2
CCP revised estimated worst-case payment obligation to highest level on record
Source: risk.net
EU banks' leverage ratios slip as ECB relief ends
Lenders still carving out central bank balances in March saw ratios drop 60bp on average
Source: risk.net
Peak IM call at OCC jumps 38% in Q2
Outsized equity price moves behind third-largest IM call on record
Committee On Payments Options Clearing Corporation International Organization Of Securities Market Infrastructures International Organization Securities Commissions
Source: risk.net
At some Chinese banks, NPL growth outpaces allowances
Bank of Beijing, Industrial Bank, China Merchants Bank and Bank of China all saw bad loans climb faster than set-asides in H1
China Merchants Bank Industrial Bank Npls Industrial Bank Agricultural Bank Of China Abc Bank Of China Boc China Construction Bank Ccb
Source: risk.net
Interest rate vol triggered three breaches at CME in Q2
CCP’s interest rate swaps clearing unit reported its first initial margin shortfalls since Q3 2020
Committee On Payments Japan Securities Clearing Corporation International Organization Of Securities Market Infrastructures International Organization Securities Commissions
Source: risk.net
XVAs boost Helaba trading income but inflate hedging costs
Expense from non-trading hedges reaches highest since at least 2016
Counterparty Credit Risk Credit Spreads Fair Value Hedge Accounting Valuation Adjustments Xva Isk Quantum
Source: risk.net