United States (US)
Travelers' capital hits three-year high
Lower level of statutory deductions boost year-end surplus
BrokerTec outage serves as ‘systemic risk’ wake-up call
January 11 shutdown of dominant US Treasury market platform worries participants
US G-Sibs hike loan-loss provisions by $737m
Five banks increased PCLs in the fourth quarter of 2018, with JP Morgan leading the way
Factor timing: scant upside, big downside
Stock selection trounces “tempting” factor timing in study
Fed to persist with insurance capital proposals
Quarles indicates Fed will follow through on building block approach designed by previous board
Optimism fades to uncertainty on banks’ CECL proposal
As crunch FASB meeting approaches, most decline to speculate on outcome
Goldman edges closer to Collins floor
Six of the eight US G-Sibs are currently below the Collins floor
Charles River purchase drains State Street’s capital
Depleted CET1 capital ratio spells trouble for 2019 stress tests
State Street leads US custody banks’ assets drop
Equity rout drives down value of assets under management
Shareholder giveaways deplete US G-Sib capital
Aggregate CET1 ratio robust at 12.1%
Morgan Stanley adds $57bn to liquidity pool
Diminished cash need in fourth quarter led to supersized reserve
Eyeing a better funding mix, Goldman gobbles up deposits
Diversified funding aids regulatory liquidity metrics
Goldman restores capital buffer after Trump tax hit
CET1 ratio hits two-year high
Quant Guide 2019: University of California, Berkeley
Haas School of Business, Berkeley, US
Quant Guide 2019: Stony Brook University
College of Engineering and Applied Science, Brookhaven, New York, US
Quant Guide 2019: Cornell University
School of Operations Research and Information Engineering, Ithaca and New York City, New York, US
Quant Guide 2019: University of California, Los Angeles
Anderson School of Management, Los Angeles, US
Quant Guide 2019: University of Washington
Seattle, US
Quant Guide 2019: Columbia University
New York City, New York, US
Quant Guide 2019: NYU Courant
Courant Institute of Mathematical Sciences, New York City, New York, US
Quant Guide 2019: Rutgers University
Piscataway, New Jersey, US
Quant Guide 2019: Fordham University
Gabelli School of Business, New York City, New York, US
