Regulators
Citi fastest growing FCM; Credit Suisse loses ground – CFTC data
Citi grows client margin 36% in year to end-April, Credit Suisse shrinks 16%
Global banking sector equity surged in 2017
Surplus of assets over liabilities increased 17% in the year – BIS data
CDS market structure transformed – BIS
Inter-dealer trades have retreated as CCP dominance grows
XVA swings boost US bank trading revenues
DVA change pares down dealers' derivative liabilities
Interest rate ETD open interest soars
Outstanding positions at end-March hit $105 trillion
Chinese banks pose increased risk to euro area – ECB
Growing number of Chinese lenders designated as systemically important
UK derivatives market continues to shrink
Gross market values lowest since December 2007
UK bank derivative balances a mixed bag
Mark-to-market derivative balances with UK entities deteriorate; improve with non-UK firms
G-Sib swap portfolios reveal transatlantic divide
EU banks record 16% fall in non-cleared swaps, while US dealers see 9% growth
Higher profits bolster EU bank capital ratios
Discrepancies persist between countries worst and least hit by eurozone crisis
US bank swaps books rebound after G-Sib reckoning
Total OTC derivative notionals across eight G-Sibs grow $28 trillion in first quarter
Goldman, JP Morgan get riskier in Q1
Each bank could face an extra 50 basis points of capital add-on without remedial action
Concentration of EU banking assets grows
Share of assets held by top five banks in median EU country increases year-on-year
Citi continues cutting derivatives exposure
Total is down 16% from 2016, limiting impact of US leverage ratio
US bank VAR-based charges surge in volatile first quarter
Average quarter-on-quarter increase of 23% for VAR-based capital across 11 large dealers
Bank of America and BNY Mellon suffer VAR breaches
Trading losses exceeded estimates on a single day at each dealer in the first quarter
Eiopa targets cyber risk in stress tests
Forty-two insurers quizzed on IT vulnerabilities
EU banks’ CVA capital to triple if exemptions axed
Seven banks would incur 200bp-plus hit to capital if long-standing waivers were repealed, says EBA
Over half of CDS contracts cleared – BIS
Non-cleared trades continue downward slide
Interest rate derivatives values fall to pre-crisis low
The value of interest rate derivatives plummeted more than 16% to $7.6 trillion in the second half of 2017
Loans to offshore centres surge
Total claims surpass pre-crisis peak
Uneven Basel rule adoption threatens regulatory arbitrage
Committee names and shames regulatory laggards
Bank of Japan cautions on low loan-loss reserves
Lenders vulnerable to reverse in benign economic conditions
CCAR threatens BNY Mellon dividend payout
Fed's test "noticeably more stringent" - BNY Mellon's Santomassimo