Citi
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
US banks' VAR-based charges drop in Q2
The average decrease in the VAR-based capital requirement across the eight US G-Sibs was 10.4%, compared with a 23% increase in the first quarter
Asia Risk Awards 2018: The winners
High achievers in the fields of risk management and derivatives across Asia
Asia Risk Corporate & Institutional Rankings 2018: The winners
Standard Chartered and HSBC top the tables
Citi’s market structure head jumps to BAML
Theisen previously worked at Barclays, Bear Stearns and Goldman Sachs
LCR gap between EU and US banks widens further in H1
State Street had the lowest LCR, at 108%, and UniCredit the head of the pack with an LCR of 179%
Private bank of the year: Citi
Asia Risk Awards 2018
US banks curb market risk
G-Sibs cut $31 billion of market RWAs in three months to June
Asia moves: SGCIB makes two promotions, Natixis hires three heads, and more
Latest job changes across industry
People moves: BAML makes changes in derivatives clearing, Mattatia joins MSCI, RBS hires new CRO, and more
Latest job changes across the industry
Bank data: gold mine, or minefield?
The urge for dealers to sell their financial data is being counterbalanced by fears over client reactions
Goldman adds bilateral derivatives as rivals cut back
Citi and JP Morgan reduce bilateral derivatives exposures by 10% and 2%, respectively
Direct streaming gains foothold in US Treasuries market
Cost savings drive dealers away from Clob model into alternative venues