Citi
Morgan Stanley FCM gains ground in Q2
Share of required client margin increases to 19% at end-June
US LCR cash inflows dominated by secured loans
Median US systemically important bank counts secured loans as 73% of total cash inflows
Cashflow turbulence up at Citi, JP Morgan
Maturity mismatch add-ons have grown since June 2017
Fed stress tests: foreign banks lag US on capital estimates
On average, IHCs missed the Fed’s estimates of the amount their CET1 ratios would fall in the 2018 test cycle by 213bp, compared with 109bp by US lenders
Citi and Wells Fargo wary of stress capital buffer
Recent CCAR tests point to higher CET1 requirements
US G-Sibs increase off-balance sheet exposures
BAML, Citi, Goldman, Morgan Stanley and Wells Fargo boost amounts by $124 billion
AI wide open
The Risk Technology Awards 2018 have highlighted how new technologies are bringing recognition for vendors
CCAR losses concentrated at four US banks
BAML, Citi, JP Morgan and Wells Fargo account for more than half of total CCAR projected losses
The sharing economy comes to banking
A start-up some are calling the Airbnb of capital is bringing a Silicon Valley idea to Wall Street
Bank risk committees: desperately seeking risk managers
Most boards still lack career risk specialists despite tighter governance requirements
Has op risk capital peaked for US banks?
Analysts expect steady fall in biggest banks’ $1.4 trillion in RWAs
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
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
VM changes cut billions from US bank swaps values in 2017
Effects on potential future exposure (PFE) mixed
US bank RWA density edges higher
Morgan Stanley density increases from 41.46% to 45.47% year-on-year
Citi fastest growing FCM; Credit Suisse loses ground – CFTC data
Citi grows client margin 36% in year to end-April, Credit Suisse shrinks 16%
People moves: Societe Generale makes senior changes, Mattatia moves to BNP Paribas, and more
Latest job changes across the industry
XVA swings boost US bank trading revenues
DVA change pares down dealers' derivative liabilities
Asia moves: Citi expands Treadwell’s role, Credit Suisse makes Australian appointments, and more
Latest job changes across the industry
Citi’s CRO on the importance of risk sensitivity
Brad Hu talks modelling, CECL and setting risk culture
Prime move for Citi’s head of European rates sales
Pauwels will lead bank’s North American prime business, after a decade in rates
US CVA charges over seven times higher than EU
Huge disparity appears to result from EU exemption for corporate trades
Citi CRO: stress tests now vital part of bank strategy
Bank has leveraged CCAR to build culture of constant internal stress testing, says Brad Hu
Citi largest counterparty for Templeton currency hedges
Citi accounted for 23% of outstanding forwards at end-March