Page 36 - Isk Quantum News Today

CET1 leverage ratio remained flat over Q1 as drop in capital more than offset cuts in prime brokerage business

First-quarter surge comes after four consecutive reductions

Further buybacks in the latter part of 2022 unlikely as core ratio falls close to bank’s own guidance

Aggregate market RWAs at top five lenders down 17% in year marred by domestic and overseas volatility

Held-up and failed counterparty transactions add almost $1bn to RWAs

Commodity and interest rate risk push average VAR to its highest reading since 2020

Banks’ economic value of equity would shrink under higher rates scenarios

Price volatility in energy markets behind the largest cash call on record by the CCP

Margin calls, markdowns and rising funding costs result in biggest XVA loss since early 2020

Latest CFTC data shows significant reductions of required funds for swaps and F&O at the bank’s US clearing unit