BofA, Citi among hardest hit in latest Fed buffer review
Five out of eight US systemic banks face higher stress capital buffer add-ons
Source: risk.net
📰 Isk Quantum News
Page 32 - Isk Quantum News Today
Fast, Ad-Free News Updates
Stay updated with breaking news from Isk Quantum. Real-time updates on events, politics, business and more.
US banks underestimate loan losses in Fed stress test
Systemic lenders predict 34% lower hit to their loan books in latest DFAST exercise
Source: risk.net
HSBC exhausts leverage headroom in Fed stress tests
Goldman Sachs worst performer among US banks
Source: risk.net
Client margin at Wedbush unit up 46% in April
Futures and options clearing unit saw largest monthly increase across all FCMs
Commodity Futures Trading Commission Wedbush Securitie Commodity Futures Trading Commission Cftc Nited States Us Futures Commission Merchant Fcm Commodity Futures
Source: risk.net
Euro, dollar-denominated ETDs boomed in Q1
But diverging demand for futures and options points to uncertainty on Fed and ECB timings
International Settlements European Central Bank Ecb Federal Reserve Bank For International Settlements Bis Nited States Us Nterest Rate Swaps
Source: risk.net
At JSCC, required initial margin up 20% in Q1
The bulk of the increase came from members of the clearing service covering ETPs
Osaka Securities Exchange Japan Securities Clearing Corporation Japan Commodity Clearing House Japan Securities Clearing Corporation Jscc Saka Securities Exchange Ose Learing Members
Source: risk.net
Nationwide's IRB charges up 89% on PRA's parameter curbs
The building society’s strict focus on mortgages meant impact was all-sweeping
United Kingdom Prudential Regulation Authority Building Society Nationwide Building Society Prudential Regulation Authority Pra Nited Kingdom Uk
Source: risk.net
Initial margin at Ice Europe up 15% over Q1
IM held against F&O positions hit all-time high, as number of margin breaches nudged higher
Ice Clear Europe Learing Members Initial Margin Ark To Market Valuation Market Volatility Energy Derivatives
Source: risk.net
Norinchukin's capital dented by crashing bond prices
The bank lost three percentage points of CET1 ratio in Q1 as contribution from AOCI halved
Norinchukin Bank Equity Tier The Norinchukin Bank Mitsubishi Ufj Financial Group Mufg Mizuho Financial Group Sumitomo Mitsui Financial Group Smfg
Source: risk.net
Eurex's fixed income and IRS units hit by almost 700 breaches
Peak breaches in Q1 were €706 million and €214 million in size, respectively
Source: risk.net