Fed 'tailoring' led to larger, less capitalised regional US banks
Lenders freed from toughest requirements in 2018 grew balance sheets but saw capital ratios slip
Source: risk.net
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DFAST 2022 leverage results widest in four years
Distribution of post-stress leverage ratios sees expanding gap between top and bottom performers
Source: risk.net
FCM client margin for F&O hit all-time high in May
But concentration among top 10 broker-dealers continues to shrink
Commodity Futures Trading Commission Commodity Futures Trading Commission Cftc Morgan Stanley Credit Suisse Goldman Sachs Jp Morgan
Source: risk.net
US deposits from Russia hit record $43.5bn after Ukraine invasion
Rush to stash cash followed walling-off of Russian financial system by sanctions
United States Us Department Of The Treasury Bank Of Russia Nited States Us Anti Money Laundering Russia Ukraine Conflict
Source: risk.net
Share of required margin increases at top EU CCP members
Number of clearing members with total requirements of €10bn and above has been increasing since 2017
European Union Authority Esma European Securities Markets Authority European Securities And Markets Authority Esma Learing Members
Source: risk.net
Russian corporates stashed cash at EU banks in Q1
Deposits from non-financial corporations increased 36%, while Moscow’s central bank cut balances by 28%
European Banking Authority European Union European Banking Authority Eba Bank Of Russia Central Banks Russia Ukraine Conflict
Source: risk.net
Foreign banks outperform US peers on DFAST
Intermediate holding companies reported higher post-stress capital and leverage ratios under the Fed’s severely adverse scenario
Source: risk.net
Japan's GPIF divests $1.5bn in Russia-linked assets
Pension fund cut exposure to country by 95% in the 12 months to March
Japan Government Pension Investment Fund Government Pension Investment Fund Risk Quantum Government Pension Investment Fund Gpif Pension Funds Russia Ukraine Conflict
Source: risk.net
Fair value gains give JP Morgan DFAST edge
Bank was only one to record bigger capital lift from AOCI by end of test’s horizon
Source: risk.net
Options expiry triggered $135m liquidity shortfall at NSCC
The CCP collected supplemental liquidity deposits six times during the first quarter
National Securities Clearing Corporation National Securities Clearing Corporation Nscc Ommittee On Payments And Market Infrastructure Cpmi Depository Trust Amp Clearing Corporation Dtcc Nited States Us Isk Quantum
Source: risk.net