Data
US banks shuffle structured product portfolios
Investments classified as available-for-sale drop $8.7 billion across six largest dealers
Goldman Sachs is last major bank holding CDO squared
$50 million of legacy positions reported in dealer's trading book at end-June
OCC default fund shrinks $3 billion
Change reflects CCP's model methodology and calmer markets in Q2
UK derivatives market arrests decline
Gross derivatives values grow £132 billion quarter to quarter
Wells Fargo swells MBS trading portfolio
San Francisco-based dealer grows allocation by $11 billion from end-2016
Denmark, Sweden hike countercyclical buffers
Swedish banks now subject to highest add-ons among European Union lenders
UK banks build up risk in Q2
Total RWAs were up £57 billion, from £2.89 trillion to £2.94 trillion
Cross-border loans to eurozone show signs of life
The increase seen in Q1 2018 interrupted a downward trend that began at the start of 2016
Interest rate ETD open interest drops in Q2
Open interest in options and futures contracts combined dropped 12%
Global bank equity levels returned to growth in Q1
Bank equity level increased by $87 billion in the first quarter
Modelled market risk falls for UK banks as standardised risk rises
Barclays had the lowest percentage of market RWAs calculated under IMA, at 49.6%, and Lloyds Banking Group the highest, at 86.1%
Swap books swell at big US banks despite lower risk profile
Total OTC derivatives notional among the eight banks is $222 trillion – a 2% increase on the quarter
US banks' VAR-based charges drop in Q2
The average decrease in the VAR-based capital requirement across the eight US G-Sibs was 10.4%, compared with a 23% increase in the first quarter
JP Morgan cuts op risk RWAs by $12.5 billion
Operational RWAs down to $387.6 billion from $400 billion in the second quarter
Swiss banks’ market risk drops by $12 billion
Lower risk levels drive quarter to quarter fall
BNP Paribas grows SFT assets 36%
French bank has overtaken Barclays to become the largest European SFT dealer
LCR gap between EU and US banks widens further in H1
State Street had the lowest LCR, at 108%, and UniCredit the head of the pack with an LCR of 179%
VAR switch may explain $500 million capital hike at Wells Fargo
Change in stress period drives 15% increase in market risk capital requirement
Japanese corporates boost forex hedging
Notionals traded highest since end-2012
US banks curb market risk
G-Sibs cut $31 billion of market RWAs in three months to June
A third of eurozone banks fall short on IRB model standards
Twenty-one of 65 ECB-surveyed banks' internal model practices non-compliant with EU rules
Goldman adds bilateral derivatives as rivals cut back
Citi and JP Morgan reduce bilateral derivatives exposures by 10% and 2%, respectively
EU bank leverage increases in H1
Average leverage ratios degrade 19 basis points in six months to June
UK leverage ratios stray from EU measures
Bank of England changes exempt central bank claims from UK measure, causing discrepancies with CRR version