Data
French countercyclical buffer lowest in EU
0.25% surcharge the lowest of nine CCyBs across member states
Model and policy changes behind billions in UK bank RWA shifts
Net capital charges of £368 million across five lenders attributable to model updates alone
US bank RWA density edges higher
Morgan Stanley density increases from 41.46% to 45.47% year-on-year
Over one-quarter of EU bank credit exposures overseas
Spanish banks exhibit highest level of overseas risk, Nordic banks the lowest
Hedge funds cut CDS positions as basis trades diminish
Net long CDS positions fell by $117 billion from mid-2014 to end-2017
Citi fastest growing FCM; Credit Suisse loses ground – CFTC data
Citi grows client margin 36% in year to end-April, Credit Suisse shrinks 16%
Global banking sector equity surged in 2017
Surplus of assets over liabilities increased 17% in the year – BIS data
CDS market structure transformed – BIS
Inter-dealer trades have retreated as CCP dominance grows
XVA swings boost US bank trading revenues
DVA change pares down dealers' derivative liabilities
Interest rate ETD open interest soars
Outstanding positions at end-March hit $105 trillion
Lenders save £200 million as UK bank levy shrinks
Aggregate levy brings in £206 million less year-on-year across five largest banks
Chinese banks pose increased risk to euro area – ECB
Growing number of Chinese lenders designated as systemically important
Japanese banks load up on HQLA
Aggregate liquid assets increase ¥22.3 trillion year-on-year
US CVA charges over seven times higher than EU
Huge disparity appears to result from EU exemption for corporate trades
'Big Five' Canadian banks' loan-loss ratios improve
BMO cuts PCL ratio 10 basis points year-on-year
UK derivatives market continues to shrink
Gross market values lowest since December 2007
UK bank derivative balances a mixed bag
Mark-to-market derivative balances with UK entities deteriorate; improve with non-UK firms
Citi largest counterparty for Templeton currency hedges
Citi accounted for 23% of outstanding forwards at end-March
BMO shrinks loan-loss provisions as US outlook improves
US provisions for credit losses drop from C$110 million to C$44 million year-on-year
Basel floor change boosts Canadian bank capital ratios
CET1 ratios improve between five and 120 basis points quarter-on-quarter at 'Big Five'
Scotiabank reports volatile loan-loss provisions
A C$31 million jump in provisions largely attributed to a single deteriorating loan
G-Sib swap portfolios reveal transatlantic divide
EU banks record 16% fall in non-cleared swaps, while US dealers see 9% growth
Higher profits bolster EU bank capital ratios
Discrepancies persist between countries worst and least hit by eurozone crisis
European investment fund growth slows
Bond fund growth rate falls from 10.6% to 8.2% quarter-on-quarter