Data
Ring-fencing to starve investment banks of deposit funding
BoE data estimates non-ring-fenced banks will have access to just 4% of household deposits
JSCC reinforces default funds
Member firm contributions swell ¥135.5 billion across derivatives clearing services
FICC liquidity facility swells to $36 billion
Capped contingent liquidity facility adjusts in response to heightened liquidity risk
European banks vague on settled-to-market switch
UBS reported a cut in gross derivatives assets and liabilities attributable to STM of Sfr11.4 billion in 2017
EU insurers embrace infrastructure bonds
Solvency II-compliant infrastructure investments concentrated in handful of firms
BIS renews claims of capital 'gaming'
Modelled capital requirements for identical portfolios can differ by up to 4%, study shows
Basel III ratios bolster bank resilience – BIS
Analysis shows regulatory minimums protect banks from distress
EU insurers most exposed to French sovereign risk
French government bonds make up 23% of sovereign exposures
Stress test results show Fed toughening up
Median post-stress ratio of 7.9% the lowest pass mark to date
Banks struggle with BCBS 239 implementation
Only three G-Sibs fully compliant with all risk data and reporting principles at end-2017
Fed stress tests stretch State Street, Goldman, Morgan Stanley
State Street worst performer among complex firms on capital; Goldman and Morgan Stanley on SLR
EU insurance solvency ratios strengthen in 2017 – Eiopa
Average solvency ratio climbs to 237%
EU insurers shun ABS, real estate
Securitisations make up just 0.5% of portfolios; property 2.7%
Asian and Americas CCPs seek EU recognition
16 CCPs apply for Esma's seal of approval
CCAR winners and losers 2012–17
American Express came off worst under CCAR total capital ratio measure among large and complex firms three years out of six
European banks op risk losses dominated by business failures
Losses relating to accident and neglect account for 38% of op risk losses at eight big dealers
EU bank securitisation exposures continue to fall
ECB data shows securitisation exposures as a percentage of total risk exposures 78% lower than in 2008
Fed credit limits likely to hit investment banks, custodians hardest
State Street, BNY Mellon, Morgan Stanley, Goldman Sachs have low credit limits; high bank exposures
Japanese cross-border claims on European countries hit all-time high
Loans to entities in developed European countries outpace those to other western nations in Q1 2018
VM changes cut billions from US bank swaps values in 2017
Effects on potential future exposure (PFE) mixed
Take-up of credit modelling varies at European banks
Percentage of credit RWAs calculated using IRB approaches ranges from 42% to 91% across large dealers
Fraud makes up bulk of UK bank op risk loss events
Internal and external fraud on average equalled 64% of all op risk events in 2017 across four large dealers
Crédit Agricole and Groupe BPCE hardest hit by countercyclical buffer
Minimum capital requirement will rise around 20 basis points at BPCE; 16 at Crédit Agricole
Solvency II capital charges concentrated in two key risks
Market risk SCR averages 37% across six large insurers