Residential mortgage-backed securities (RMBSs)
US banks return to MBSs amid value recovery
Bank of America and Wells Fargo ramp up AFS holdings in the third quarter
At US banks, paper losses on HTM securities hit new high
Bank of America leads way as mortgage-backed securities drive aggregate rise in Q3
Some US banks defy yield uncertainty to grow AFS securities
Treasuries remain preferred buy, but regionals also pile into munis, MBS in Q2
US banks reshaped liquidity buffers in Q2
Truist, BofA and US Bancorp lead highly liquid assets pile-up
Savers and funds grabbed MBSs as banks and Fed retreated
Central banks and commercial lenders became net sellers of bundled mortgages as rates rose, says BIS
Friary deal clears path for Sonia switch revival
Consent solicitation for Libor-linked pass-through notes is first transition test for variable-duration instruments
How the Fed’s asset cap changed Wells Fargo
Lender has expanded repo book and cut cash since Q4 2017
Wells Fargo led top US banks on CMBS risk in 2019
Commercial mortgage-backed securitisations are struggling amid Covid-19 crisis
Nationwide and Lloyds win nod for Sonia bond switch
Covered bonds secure unanimous transition support, while first negative consent amendment passed
UK financials pilot £4bn Sonia bond switch
Lloyds, Santander UK and Nationwide follow ABP with legacy bond transition
Trading revenues top $1bn at Wells Fargo in Q3
Net gains on trading activities up 75% on Q3 2018
Into the void: Europe’s new but hazy securitisation market
Regulatory vagueness reaches new heights as incomplete rules take effect
Asset-backed securities swell Wells Fargo's revenues
Non-agency RMBS sales power $125 million of net gains on debt securities
Confusion dogs start of Europe’s new securitisation rules
Incomplete rules and lack of clarity on designated supervisors thwarts hoped-for revival of key market
Legal charges topped £6 billion at UK banks in 2018
Majority of costs relate to legacy issues, including PPI and RMBS mis-selling
Wells Fargo swells MBS trading portfolio
San Francisco-based dealer grows allocation by $11 billion from end-2016
RBS puts RMBS woes behind it, draining capital
DoJ settlement incurs 50bp CET1 ratio charge
Nomura’s capital ratio edges lower as RWAs skip higher
Legal wrangle with US Federal Housing Finance Agency swells risk-weighted assets
HSBC quadruples provisions as DoJ fine looms
Bank braces for RMBS penalty
Legal woes drain Barclays' capital
A $2 billion fine from the US Department of Justice contributed to a 60bp CET1 capital ratio decline
