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Five US banks add $7bn in unrealised losses in Q3

Deductions at JP Morgan and Wells Fargo surge by more than $2 billion each

United statesFederal reserveWells fargoJp morganOffice of the comptrollerDeposit insurance corporationSilicon valley bankRisk quantumCommon equity tierTailoring ruleFederal deposit insurance corporationWells fargoPnc bankBank of americaNited states usCcumulated other comprehensive income aoci

US banks ditch IR futures as appetite for swaps booms

Notional for futures craters 19% in Q2, hitting lowest in at least seven years

Federal reserveRisk quantumWestern alliance bankGoldman sachsJp morganMorgan stanleyWells fargoBank of americaBny mellonState streetPnc bankCharles schwabNew york community bank nycbAmerican expressNited states usInterest rate risk

Wells Fargo has thinnest TLAC headroom globally

Bail-in funds sat 8% above required amount at end-June, smallest gap among the 25 banks subject to the standard

Wells fargoRisk quantumSan francisco basedBank of americaBny mellonState streetWells fargoJp morganMorgan stanleyGoldman sachsMitsubishi ufj financial group mufgSumitomo mitsui financial group smfgMizuho financial groupTd bankRoyal bank of canada rbcStandard chartered

US banks RWA density dwarfs that of European peers

Truist, Capital One and PNC Bank lead with risk density above 65%

United kingdomSkandinaviska enskilda bankenJp morganMorgan stanleyEuropean unionCapital oneCharles schwabGoldman sachsErste groupRisk quantumMorgan stanleyBank of americaBny mellonGoldman sachsState streetWells fargo

RBC s credit derivatives book grows fourfold on market-making push

Notionals of credit protection sold and purchased have ballooned 236% and 382% respectively since October 2022

Royal bankRisk quantumRoyal bank of canada rbcG sibsCredit default swapsRedit default swaps indexCredit derivativesBroker dealerCounterparty credit riskCredit riskOver the counter otc derivativesIsk quantum

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