Global systemically important financial institutions (G-Sifis)
Global banks’ systemic footprint grew at record pace in 2021
Every indicator up on previous year, only the second time in G-Sib assessment history
ABN Amro has EU’s biggest trading volume, new indicator shows
Bank’s activity in secondary market is 2.4 times Deutsche Bank’s
JP Morgan, BofA face higher G-Sib surcharges
Both banks could face an extra 50 basis points of capital add-on without remedial action
Core systemic indicators at HSBC blinked higher in 2020
Underwriting indicator increased over 30%
Five US systemic banks face higher G-Sib surcharges
JP Morgan to face 4% add-on; Wells Fargo a cut to 1.5%
Underwriting activity of US G-Sibs topped $3 trillion in Q3
JP Morgan increased debt transactions by 41% year-on-year alone
Having cut risk, Wells Fargo may win a lower G-Sib surcharge
The San Francisco-based bank has lowered its systemic risk score through 2020
Almost G-Sibs: five banks near systemic designation
Chinese banks continue to grow systemic footprints
JP Morgan braces for 4% G-Sib surcharge
Fifty-basis point increase to capital ratio looms
Systemic banks’ leverage exposures gyrated over H1
Temporary relief measures held down growth of exposures at US, Swiss lenders
US bank systemic risk indicators stay elevated through Q2
Increase in exposures, short-term wholesale funding bump systemic risk scores higher at some firms
Barclays led European banks on derivatives notionals in 2019
Deutsche Bank cut notionals 10% last year
Systemic riskiness of top US banks increased in Q1
JP Morgan’s systemic risk score increased enough to attract a 4% capital surcharge
Amid Covid crisis, top US banks give $32bn away to shareholders
Buybacks exceeded Q1 2019 total, despite voluntary suspension on March 15
As too-big-to-fail banks shrink, non-systemic firms play catch up
Almost three-quarters of non-systemic banks have increased their G-Sib scores since 2013
At US G-Sibs, capital buffers have thinned since 2016
Median G-Sib buffer stands at 3.1% and minimum requirement 9.5%
Derivatives up $4.9trn at HSBC in H1
Swollen portfolio could push bank into higher G-Sib surcharge bucket
Fire sales turn a crash into a crisis, simulation shows
‘More realistic’ core-periphery model leads to wipeout of network if several nodal banks default
Systemic risk scores surge at six US G-Sibs
JP Morgan and Goldman Sachs bump up against higher-risk surcharge thresholds
Realism or deregulation? Fed sidelined in oversight of insurers
Proposed activities-based approach to non-bank systemic risk will make Sifi designations less likely
US banks slashed G-Sib scores in Q4 2018
Big cuts to derivatives and trading securities push systemic risk scores lower