Articles by Alessandro Aimone
JP Morgan equity VAR surges 56%
Total trading VAR stood at $44 million for Q2
Citi loan-loss provisions build to $2.1bn
Credit reserve ramp up pushes PLLs higher
UK bank RWAs inch up on credit and counterparty risk
Total RWAs stable year-on-year
OCC on the hook for $4bn if member defaults
Clearing house’s liquidity resources hit $7.9 billion in Q1
UK banks shun short-term funding
Flighty sources of cash make up less than 4% of UK bank balance sheets
The BoE leverage ratio: welcome relief or regulatory arbitrage?
UK banks are reaping higher capital savings through the BoE's leverage measure
‘Bad banks’ through the ages
How Deutsche Bank’s latest resolution unit stacks up
Restructured Deutsche would be slimmest eurozone G-Sib
As of Q4 2018, the German bank was the third-largest systemic lender by leverage exposure
Top CCPs’ liquidity pools hardly grow in Q1
LCH SA the only outlier as most clearing houses see cash, collateral and credit on hand shrink
Euro repo shift doubles LCH SA liquidity pool
Total liquidity resources jumped to €65.9 billion at end-March
Ice Clear Europe default fund contributions jump 21%
The clearing house reported 78 clearing members for futures and options division
At Ice Clear US, largest margin breach on record
The clearing house last reported a margin shortfall in Q2 2017
Quadruple witching triggers $1.5bn VM call at CME Clearing
Peak VM call was 56% bigger than the one in Q4 2018
LCH RepoClear posts £23m margin breach
Five backtesting exceptions reported for 18-month period to end-March
DFAST: JP Morgan accounts for one-fifth of projected losses
Bulk of losses would come from bank’s loan portfolio, projected to incur total losses of $60.3bn
Stress test projected loan losses fall $18bn
Credit card loss rates account for 36.3% of total loan losses under severely adverse scenario
CCAR: JP Morgan, Capital One adjust planned capital actions
Two banks see stressed capital ratios fall below regulatory minimums at first attempt
Eurozone G-Sibs’ op RWAs fall €8.1bn in Q1
Deutsche Bank led the charge with €6.4bn reduction
Czech National Bank raises countercyclical buffer to 2%
Increase takes effect from July 2020
Deutsche slashes links to other financial firms
Intra-financial system assets and liabilities fall 22% and 29%, respectively
Eurex made €525m VM call in Q1
Margin call equivalent to 2% of CCP’s own liquidity resources
Eurex boosts liquidity buffers by 8%
Central bank deposits continue to make up bulk of CCP's liquidity resources
Deutsche’s stress-testing models are surprisingly accurate
DB USA's projections precisely matched the Fed’s estimates for the second year in a row
US banks improve stress test projections
Gap between internal projections and the Fed's model outputs shrinks to 118 basis points