Page 37 - Isk Quantum News Today

JP Morgan reported the largest monthly increase across the 48 reporting firms

The CCP’s futures and options division reported its second largest IM breach ever in Q4, as energy prices skyrocketed

Over 70% of the CCP’s loss-absorbing funds stashed at the Fed, as interest rate expectations drive liquidity pool expansion

Banks could see an extra 50 basis points of capital add-on without remedial action

IM held against interest rate positions rose to highest level in a year

Latest EBA data shows the bloc’s lenders cut holdings of government debt securities, but increased commitments to private sector

Latest quarterly increase, alongside that of Goldman Sachs, bucks trend across top US banks

Central bank balances hit all-time high, despite aggregate fall in liquidity buffer in Q4

Crédit Agricole and ING Bank hit with higher multipliers after exception count rises

Number of margin breaches at the central counterparty’s GSD also edged higher, as some members increase exposures after margin calculations