Articles by Joshua Walker
Private credit disclosures leave more questions than answers
Muddled metrics and scattergun reporting hinder comparison of US lenders
AmEx posts highest LCR among US banks on return to disclosure
Retail and contractual flows dominate 30-day stress scenario
UBS set for highest G-Sib CET1 minimum under Swiss proposal
Effective CET1 minimum would clear 13% on foreign-participant deduction
Euro area NBFI derivatives spike as ECB flags systemic risks
Cross-border claims surge 32% in Q4, with ECB report suggesting activity concentrated among few G-Sibs
Wall Street giants rack up VAR breaches
Goldman hit hardest as JP Morgan, BofA and Morgan Stanley also exceed model forecasts in Q1
Surcharge of the light-touch brigade
US reform of G-Sib surcharge goes well beyond simple update
Spanish banks brace for €5bn capital hike as CCyB doubles
Countercyclical buffer lifts requirements by €2.5bn in Q4, with further rises to come in 2026
Commerzbank most exposed to rate hike among European banks
Eight banks would lose more than 10% of T1 capital under rate shock
Derivatives flow spike reshapes Alrajhi Bank’s liquidity profile
Sudden jump in stressed inflows and outflows cuts net cash outflows to lowest level since 2021
RBI’s modelled market RWAs jump on Tarf stress shock
FX volatility scenario for 2009 drives sharp rise in stressed VAR under internal models approach
CCB stands apart as Chinese banks diverge on G-Sib indicators
Bank records increases in 13 systemic risk indicators as trading activity jumps in 2025
AOCI deterioration resumes at US banks in Q1
JP Morgan records largest quarterly rise in unrealised losses