Available-for-sale (AFS)
Top banks’ trading books dwindled in 2018
Trading and available-for-sale assets dropped €160 billion year-on-year
Now less of a systemic risk, Deutsche wins capital relief
Prospective leverage ratio should fall to 3.75% after risk-cutting efforts
TD Bank added to too-big-to-fail list
The bank’s total exposures climbed 2.4% to €931 billion year-on-year
Large banks set for capital boost through Fed’s AOCI opt-out
Unrealised losses on certain assets will not longer filter in CET1 capital for non-systemic lenders
Buy-to-hold inventories empty at US banks
Mid-sized lenders have trimmed held-to-maturity portfolios the most
Retained earnings power capital growth at top eurozone banks
Retained earnings increased €29.7 billion as part of CET1 at 16 large eurozone banks in two years to end-2018
US G-Sibs grow and multiply ties with other banks
Big eight banks grow by 1.5% in aggregate in Q2
EU banks increase systemic footprint
Values used for seven of 12 systemic risk indicators climb year-on-year
Fed stress test AOCI wallop softens in 2019
Fourteen participants see projected capital drain due to unrealised losses drop 63% year-on-year
Deutsche Bank's asset cull to lower systemic risk buffer
G-Sib surcharge could drop to 1.5%; leverage ratio to 3.75%
HSBC's systemic risk indicator amounts grow
UK lender is just 20bp short of 2.5% capital surcharge bucket
Asset-backed securities swell Wells Fargo's revenues
Non-agency RMBS sales power $125 million of net gains on debt securities
Illiquid trading assets drop at big US banks in Q4 2018
Non-HQLA securities fell $146 billion in aggregate
Accounting switch saps Ping An's investment yield
IFRS 9 lops 37 billion yuan from investment return
Structured product holdings fall at big US dealers
Morgan Stanley's portfolio more than halves in 2018 to $401 million
Japanese megabank JGB portfolios shrink
Domestic government bond holdings drop 12% in 2018
FBOs get smaller, simpler and easier to resolve
Foreign bank IHCs have shrunk between 16% and 41% since Q3 2016
JP Morgan on brink of 4% G-Sib surcharge
US bank will have to cull balance sheet by year-end
RBS, Nordea escape G-Sib cuffs, BPCE joins the club
The once-largest bank in the world is no longer considered a systemic threat
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