Data
First Citizens records steepest climb in HFI loan risk-weights
Regional lender led US banks in HFI risk-weight growth in Q2 as scrutiny of loan books deepens
JP Morgan reverses HTM securities roll-off with $44bn transfer from AFS
Reclassification marks first HTM expansion since 2022 and may prompt peers to follow
EU banks’ incremental risk charges up 20% in H1 2025
Heightened trading flows and worsening credit outlooks leave dealers with more risk-heavy books
Basel III adoption gap widens as Turkey and India stall
With just a third of jurisdictions fully compliant, progress on the post-crisis banking reforms remains uneven worldwide
SFT exposures surge at EU banks
Jump in repo and securities lending activity across 31 European dealers elevated total exposures to €802bn in H1
UK CCPs see gradual shift toward foreign clearing members
North America and Asia-Pacific clearing houses remain dominated by domestic members
Volatile Q2 reshapes margin composition at top CCPs
JSCC introduces new cash collateral method, CME sees gold hit record high
Crédit Ag’s risk footprint swells faster than EU peers
Relative analysis of systemic scores suggests sticky step-up in G-Sib surcharge
US banks’ cash holdings jump $79 billion in Q2
Cash reserves up 4%, in biggest rise since 2023
JPM Securities holds fifth of F&O customer funds
Gap to second-largest FCM widens to record high as segregated funds surpass $70bn
BNP Paribas poised for fresh G-Sib score cut via intra-EU waiver
Carve-out facing US pushback compressed bank’s cross-border footprint 51% in 2024
Morgan Stanley SCB cut unlocks $4.2bn after rare Fed appeal win
Bank’s buffer falls 170bp, widening average cut across US banks subject to the regime to 66bp
European banks swell stocks of complex instruments
Derivatives and hard-to-value holdings rose across the bloc in 2024
JP Morgan SE’s clearing rate plunged to 15% in 2024
US bank’s EU arm slashed €5.7trn in cleared notionals, while bilateral grew €11.4trn
UniCredit’s VAR cools as Commerz swaps convert to shares
Average reading down by over a third after Italian bank settles part of its stake in the German lender
Euro IR derivatives dethrone dollar as turnover hits new high
Latest BIS triennial survey shows euro-denominated contracts averaged $3trn a day in April
JP Morgan SE, BPCE drive surge in European OTC derivatives
Foreign-owned dealer and French bank climb rankings on rapid notional growth in 2024
Required IM at top CCPs climbs 11% to record high in Q2
Tariff shocks and trading shifts propel surge across the board
Trade tensions lift China G-Sibs’ CVA charges 10% in Q2
Top Chinese banks’ RWAs rebound for first time since Basel III overhaul
US banks tighten grip on gold shorts
Open interest in Comex gold futures sold by banks up 54% between December and August
US banks’ OTC derivatives climb to new highs amid tariff woes
Notionals up more than 7% in largest Q2 jump on record
EU banks’ systemic indicators soared to record highs in 2024
Trading activity drives surge across 29 banks
Tariff volatility triggers record margin calls at global CCPs
Aggregate average VM call in Q2 eclipsed pandemic highs
Market RWAs climb at top Chinese banks as risk sensitivities spike
China Construction Bank records biggest rise on record in Q2