Leverage
Some EU funds leveraged more than 500% using CDS
1,337 funds held €387 billion of CDS notionals at end-2016
From DNA to DHA – Preparing for a new era of digital human augmentation
As technology increasingly permeates societies, cultures and everyday activities, its integration into people’s lives is having a profound impact on what is expected of people in the workplace. Deloitte examines this evolution of today’s workforce, the…
European and UK leverage ratios fall in Q1
UK banks had leverage ratios on average 26bp higher than their continental European peers
At US G-Sibs, off-balance-sheet exposures climb $44bn
Goldman Sachs is only big bank to post lower amounts on quarter
Commerzbank’s leverage ratio sinks as balance sheet bloats
Total leverage exposure hits €527 billion
Making technology count in a C/ETRM world
As businesses grow, so does their need for modern, agile and cost-effective commodity/energy trading risk management (C/ETRM) solutions. Pioneer Solutions explores how its next-generation, highly configurable C/ETRM systems take advantage of the latest…
Leverage ratio target slips further out of Deutsche’s reach
Exposures balloon after three quarters of decline
Swaps, repo grow share of G-Sib leverage exposures
On-balance sheet exposures shrink as a constituent of key regulatory measure
Portfolio traders turn to tech – A new generation of strategies
Chris Bruner, head of US credit product at Tradeweb, explores the products that can help managers express portfolio views and how they can maximise the benefits they can reap by evaluating and understanding the price, risk and relative value of each…
Off-balance sheet exposures dip at US G-Sibs in Q4 2018
Goldman Sachs posted the largest drop quarter-on-quarter
European and UK G-Sibs cut leverage at year-end
Barclays posted the largest quarterly increase of 60bp
End of an era: Credit Suisse dissolves resolution unit
The Swiss bank’s SRU reduced its total leverage exposure in 2018 to $30 billion – below the bank’s end-year target of $40 billion
Deutsche-Commerz merger would birth giant G-Sib
The combined bank would likely attract 2.5% G-Sib surcharge
Basel haircut floors threaten securities financing desks
Banks fear capital hit unless regulators provide exemption for stock borrowing
Natixis’s €260m hit blamed on big books and Kospi3 product
Rivals say French dealer grew business too quickly – with leveraged version of Korean index one source of pain
G-Sib leverage makeups differ by region
Median US G-Sib has higher share of exposure measure made up of derivatives and repo than EU peer
How banks can keep pace with XVA
The complexity of derivatives pricing has grown significantly in the past decade, with banks having to factor in a series of valuation adjustments to calculate the impact on their balance sheets. With budgets and resources under pressure, and traditional…
Citi, State Street grow off-balance sheet exposures
Big US banks add $11 billion in exposures during Q3
Derivatives exposures at US G-Sibs on the wane
Bank of America cuts $15 billion in third quarter, the most of the big eight firms
UK and EU bank leverage ratios edge lower
Average European G-Sib ratio down 27bp year to date
Credit Suisse drains HQLA as business migration risk ebbs
Total HQLA fell Sfr13.5 billion to Sfr188 billion in Q3
Trading costs versus arrival price – An intuitive and comprehensive methodology
Craig Niven, managing director, cash equity execution at Societe Generale Prime Services explores how a five‑month study allowed the organisation to develop a market impact model using historical data, and why it is key for clients in the long term to…