Page 48 - Isk Quantum News Today

Output floor expected to push Tier 1 capital requirements up 7.3% alone, latest BCBS monitoring report shows

Worst-case losses would have wiped out the CCP’s available liquid resources on two separate days in Q2

Increases in commodity and FX risk push up SA RWAs

Policy inaction could halt benchmarks’ normalisation, BoE biennial exploratory scenario finds

Barclays reported the biggest drop, both on a quarterly and yearly basis

Wells Fargo’s off-balance-sheet exposures up $54bn Total OBS exposures across the US largest systemically important institutions hit $3.04trn in Q1 Print this page   The eight systemically important US banks increased their off-balance-sheet (OBS) exposures by $148 billion in the first quarter to $3.04 trillion, with Wells Fargo alone accounting for over a third of the aggregate increase. The San Francisco-based lender built up these exposures the most of the group, adding $53.5 ...

The decrease in set-asides represents a 92% fall quarter on quarter

The bulk of the quarterly reduction came from swaps held by UK banks with cross-border counterparties

In RWA terms, the newly created entity is now bigger than Commerzbank and Rabobank

Largest loss-to-VAR ratio at the firm was highest among the 12 intermediate holding companies