

Systemic US banks shifted assets to buy-to-hold pens in Q3
JP Morgan almost doubled its held-to-maturity portfolio last quarter
Top lenders in the US pushed more bonds and securities into their held-to-maturity (HTM) portfolios over the third quarter, led by Wall Street giants Bank of America and JP Morgan.
The eight global systemically important banks (G-Sibs) disclosed a combined $903.3 billion of HTM assets as of end-September, up 23% on three months prior and 56% on a year ago. The share of all assets designated HTM also increased to 7%, its highest level in at least five years.
In contrast, aggregate available-for
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact info@risk.net to find out more.
You are currently unable to copy this content. Please contact info@risk.net to find out more.
Copyright Infopro Digital Limited. All rights reserved.
As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (point 2.4), printing is limited to a single copy.
If you would like to purchase additional rights please email info@risk.net
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.
If you would like to purchase additional rights please email info@risk.net
More on Risk Quantum
Why EU banks have snubbed revised green finance metric
Banks steer clear of Banking Book Taxonomy Alignment Ratio in droves
Basel III overhaul adds €85bn to EU banks’ op RWAs
BNP Paribas, Soc Gen and SEB see largest rises in absolute terms
CRE non-accruals still rising at Western Alliance and Valley National
Troubled CRE loans rise further in Q1 despite rate cuts and loan modifications
JP Morgan’s VAR limits blown twice during haywire Q1
Breaches add to the two regulatory backtesting exceptions sustained the previous quarter
BNP Paribas’s CVA risk charges swell 56% on Basel III overhaul
Impact of new formulas is largest yet for a G-Sib
Societe Generale rejigs liquidity buffer towards sovereign bonds
Central bank cash at smallest share since before pandemic
First Chinese TLAC ratios trail global peers
Bank of Communications’s 18.7% TLAC lowest among 28 G-Sibs
Dollar dip erodes AmEx’s overseas hedges by $198m
FX swaps shielding foreign equity stumble as greenback retreats