Subject: Citi sees sevenfold spike in derivs exposure cash outflows amid data upgrade

DATA INSIGHTS, DELIVERED DAILY
Citi sees sevenfold spike in derivs exposure cash outflows amid data upgrade
FX data enhancement triggers record-breaking projected cashflows, but net position remains largely unchanged
 10 Mar 2025   |  Data
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US banks record spike in trading loss-making days in Q4
UBS Americas and Stifel lead banks in worst trading quarter of 2024
07 Mar 2025   |  Data
Risk Quantum
Impaired loans surge at Canadian banks
RBC leads increase with soured C$1.5bn utility loan
06 Mar 2025   |  Data
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Our take
Market knee-jerks keep VAR models on their toes
With a return to volatility, increased backtesting exceptions show banks’ algos are stretched
06 Mar 2025   |  Opinion
Risk Quantum
Capital One, UBS Americas drive SVAR window adjustments in 2024
Bank duo responsible for over half of all lookback period changes across US banks
05 Mar 2025   |  Data
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Risk Quantum
Norinchukin’s repo retreat brings SFT exposures to four-year low
Japanese bank slashes gross SFT assets 54% in Q4, accelerating pullback from repo market to bolster capital
04 Mar 2025   |  Data
Risk Quantum
US dealers tally most VAR breaches since mid-2023
Market turmoil in Q4 blindsides models at systemic and regional banks alike
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Japan Post Bank’s liquid deposits reach largest ever share
A decade since its privatisation, the bank has seen a shift in its deposit structure
28 Feb 2025   |  Data
Risk Quantum
HSBC’s SVAR hits highest in six years on interest rate sensitivity
Lofty readings in the last quarter of 2024 push associated RWAs to $13 billion
27 Feb 2025   |  Data
Risk Quantum
US banks’ unrealised losses surge by $33bn in Q4
Led by JPM, Wells Fargo and Capital One, every major bank reported higher losses in AOCI, in reversal of previous quarter’s recovery
26 Feb 2025   |  Data

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