Available-for-sale (AFS)
JP Morgan slashes UK exposures ahead of Brexit
Derivatives and securities exposures halved since June 2016
Capital One MBS sale to boost CET1
Portfolio shuffle will take $200 million out of AOCI
US banks shuffle structured product portfolios
Investments classified as available-for-sale drop $8.7 billion across six largest dealers
US banks cut available-for-sale portfolios
Securities classifications have shifted materially since AOCI filters were removed in 2014
Swedish DMO raises concerns over Basel III impact on bond trading
The chief economist of Sweden’s debt office fears new rules on available-for-sale securities will make government bonds less liquid