Regulators
Almost all banks compliant with NSFR – Basel survey
Just seven of 193 surveyed below 100% minimum requirement at end-2017
EU banks short €14.6 billion of Basel III capital
Total capital ratios would fall to 14.5% from 18.5% if reform package were implemented today
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
UK derivatives market arrests decline
Gross derivatives values grow £132 billion quarter to quarter
Wells Fargo swells MBS trading portfolio
San Francisco-based dealer grows allocation by $11 billion from end-2016
Denmark, Sweden hike countercyclical buffers
Swedish banks now subject to highest add-ons among European Union lenders
UK banks build up risk in Q2
Total RWAs were up £57 billion, from £2.89 trillion to £2.94 trillion
Cross-border loans to eurozone show signs of life
The increase seen in Q1 2018 interrupted a downward trend that began at the start of 2016
Interest rate ETD open interest drops in Q2
Open interest in options and futures contracts combined dropped 12%
Global bank equity levels returned to growth in Q1
Bank equity level increased by $87 billion in the first quarter
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
VAR switch may explain $500 million capital hike at Wells Fargo
Change in stress period drives 15% increase in market risk capital requirement
Japanese corporates boost forex hedging
Notionals traded highest since end-2012
A third of eurozone banks fall short on IRB model standards
Twenty-one of 65 ECB-surveyed banks' internal model practices non-compliant with EU rules
Goldman adds bilateral derivatives as rivals cut back
Citi and JP Morgan reduce bilateral derivatives exposures by 10% and 2%, respectively
Big European and US banks cut $280bn of complex assets
G-Sib methodologies incentivise shift to simpler assets
US big banks shrink systemic footprints in Q2
JP Morgan moves down into 3.5% capital surcharge bucket under Fed G-Sib methodology
UK derivatives values grow on forex activity
Foreign exchange contact values leap £0.4 trillion in second quarter
Bank of America grows derivatives, bucking G-Sib trend
Total derivatives exposures jumped 4.2% quarter-to-quarter to $299.4 billion
EU banks slash default risk estimates for corporates by 30%
Probabilities of default fall on average across 39 countries
US banks see fewer daily trading losses than foreign units
IHCs suffered losses on 54% of trading days compared with 44% for US BHCs
CVA gain bolsters JP Morgan trading revenues
$302 million of first half trading revenues attributed to credit valuation adjustment