CRE books at Goldman, Morgan Stanley most laden with provisions
Duo increased allowance coverage fastest among top US banks since September 2022
Source: risk.net
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G-Sibs' risk score heatmap shows signs of shakeup
Most systemic lenders’ scores remain driven by cross-jurisdictional activity, but other categories increase in heft
Credit Suisse Communications Bocomm Risk Quantum Financial Stability Board Fsb Basel Committee On Banking Supervision Bcbs Financial Services Board Fsb
Source: risk.net
NSCC had top margin breach of $1.2bn in Q3
Margin shortfall is largest on record for the CCP and bucks wider trend across global clearing houses
National Securities Clearing Corporation Depository Trust Amp Clearing Corporation Dtcc National Securities Clearing Corporation Nscc Nited States Us North America Initial Margin
Source: risk.net
Fed methodology adds as much as 2% to US G-Sib surcharges
Morgan Stanley’s binding add-on is three times as high as under Basel framework
Basel Committee On Banking Supervision Risk Quantum Financial Stability Board Basel Committee Banking Supervision Jp Morgan
Source: risk.net
HSBC leads global uptick in OTC derivatives clearing
Systemic banks cleared record €250 trillion in notionals in 2022
United Kingdom Wells Fargo Charles Schwab Td Bank Basel Committee On Banking Supervision Danske Bank
Source: risk.net
Loss of ruble volatility waiver costs UniCredit €2.2bn in RWAs
Lender forced to capitalise FX risk from Russian operations after ECB withdraws key exemption
European Central Bank European Central Bank Ecb Bank Of Russia Foreign Exchange Currency Risk Russian Ruble
Source: risk.net
EU exposures carve-out cuts BNPP's G-Sib surcharge once more
French bank remains sole beneficiary of intra-bloc cross-jurisdictional activity waiver for the second consecutive year
Basel Committee On Banking Supervision European Banking Union European Union Specific Basel Committee Banking Supervision European Union Eu
Source: risk.net
ABN Amro ditches op risk modelling
Dutch lender latest EU bank to switch to the standardised approach ahead of SMA introduction in 2025
Abn Amro European Banking Authority Eba Basel Committee On Banking Supervision Bcbs Abn Amro Operational Risk Operational Risk Modelling
Source: risk.net
China G-Sib scores tell story of lenders' decade-long rise
Chinese banks capture far larger share of systemic risk than in 2013
Ping An Basel Committee On Banking Supervision European Union Financial Stability Board Basel Committee Banking Supervision
Source: risk.net
Citi propels G-Sibs' OTC derivatives notionals to nine-year high
Bank leapfrogged Goldman as fourth-largest derivatives dealer after 20% jump over 2022
Basel Committee On Banking Supervision Goldman Sachs Basel Committee Banking Supervision Financial Stability Board Agricultural Bank Of China Abc
Source: risk.net