Citi
Goldman sees third-quarter fall in market RWAs
Market RWAs fell $13 billion across the eight US G-Sibs
US banks bolster quality of short-term funding
Eight US G-Sibs increase share of total borrowings made up of well-collateralised repo
Clearing houses urge CFTC to act on non-default losses
US clearing members divided on whether NDLs are CCPs’ responsibility or a mutual risk
JP Morgan on brink of 4% G-Sib surcharge
US bank will have to cull balance sheet by year-end
Basel and Fed G-Sib methods pose dual test to US banks
Different emphasis of rival frameworks could frustrate bank efforts to reduce systemic risk
Citi, State Street grow off-balance sheet exposures
Big US banks add $11 billion in exposures during Q3
VAR-based charges drop at Goldman and Wells, rise at JP
VAR-based capital requirements fell 7% on average across the eight G-Sibs
Goldman's OTC client margin jumps
FCM client funds increase 36% year-on-year – the fastest growth among leading US clearers
G-Sib indicator change would hike JP Morgan surcharge
US bank would swallow 3.5% G-Sib surcharge if substituability cap lifted
Deutsche largest derivatives bank in 2017
German dealer accounted for 8% of total notionals across 75 largest banks
Derivatives exposures at US G-Sibs on the wane
Bank of America cuts $15 billion in third quarter, the most of the big eight firms
US banks continue to lop back market risk
Goldman Sachs, Morgan Stanley shrink requirements by over $1 billion year to date
US G-Sibs cut $36bn of HQLA
Wells Fargo clears out $27 billion of HQLA in first nine months of 2017 alone
LCRs show US banks run more risk than European peers
The gap between the two averages has widened over the past three quarters to 250bp from 212bp
Goldman, Wells cut operational risk
The two firms reduce op RWAs by combined $15 billion in third quarter
Asia moves: SocGen replaces China head, Goldman names new partners, and more
Latest job changes across industry
Wells Fargo opts for FRTB’s standardised approach
Risk USA: Complexity of internal models drives big bank to an approach designed for smaller ones
JP Morgan slashes UK exposures ahead of Brexit
Derivatives and securities exposures halved since June 2016
US banks’ internal stress tests vary
Choice of stress period affects market risk capital requirements
People moves: TSB chief exec quits, Eurex loses two execs, new cyber chief at Commerzbank, and more
Latest job changes across the industry
US banks shuffle structured product portfolios
Investments classified as available-for-sale drop $8.7 billion across six largest dealers
Goldman Sachs is last major bank holding CDO squared
$50 million of legacy positions reported in dealer's trading book at end-June
Wells Fargo swells MBS trading portfolio
San Francisco-based dealer grows allocation by $11 billion from end-2016
Swap books swell at big US banks despite lower risk profile
Total OTC derivatives notional among the eight banks is $222 trillion – a 2% increase on the quarter