Plans for higher defence spending and a more relaxed supervisory attitude to matters such as M&A are fuelling optimism in European banks’ ability to thrive, even with thinner interest margins. Successful growth strategies crossing the boundaries of banking, insurance and asset management, however, will rely more on industrial rationale than regulatory inducements such as the Danish Compromise.

A second Donald Trump presidency could be a game changer for banks across the US. Senior bank executives must think deeply not just about the potential for regulatory relief and higher investment banking revenue, but also – beyond the big four – about new scope to make transformational strategic moves.

Basel-endgame pushback has reduced the urgency for US banks to relieve capital, but investor appetite for significant risk transfer trades is spilling over to Europe.

In an interview with Euromoney, European Banking Authority chair José Manuel Campa joins the European Central Bank and others in pressuring banks to do more to prepare for geopolitical risks spreading from Russia to China, the US and Middle East.

The Basel committee is shocked – shocked! – that some banks might be reporting inflated leverage ratios.

The Fed chair has made a remarkable, virtually unconditional surrender to opponents of his plan for Basel III implementation in the US. The tactical withdrawal is embarrassing, but it makes strategic sense.

Wall Street bankers tempted to pick a fight with the Federal Reserve should take a lesson from the insider trading plea deal by investor Joe Lewis.

Opposition to the proposed Basel III endgame for US banks is now so widespread that a climb down by the Federal Reserve is likely. Wall Street bankers like Jamie Dimon can stop crying wolf about increased capital requirements and think carefully about publicly threatening their regulators.

Global financial regulators are right to pay more attention to non-bank risks, John Schindler, secretary general of the Financial Stability Board tells Euromoney. But is there a danger of losing sight of the most important piece of the system to preserve: the banks?

It took five years for the invoice finance specialist Accelerated Payments to advance its first €1 billion, but just nine months for the next €500 million.

More banks have announced partnerships with asset managers to place loans into private debt funds that offer investors better risk-adjusted returns than bank equity.

Moody’s took a swing at US banks last night. The moves might have seemed indiscriminate, but it’s hard to argue with the conclusions. After the scares of March, the sector is far from out of the woods.

Bankers are hopeful that they may soon be able to issue new AT1 deals again as the secondary market recovers from the Credit Suisse write-down.

The standardized approach for counterparty credit risk has not yet proved to be the catalyst for greater use of clearing in the FX market that some expected.

The banking sector appears to be quietly confident that the European Commission will row back on new regulation that, if enacted, could notably increase the cost of some trade-finance instruments.

Recent events call into question most of the core assumptions behind the rules designed to keep banks safe through a liquidity squeeze.

The Basel Committee on Banking Supervision adds another piece to the global regulatory puzzle with its principles on management and supervision of climate risk, after global demands for a harmonized framework applicable to the international banking sector.

The banking sector will never pick its way through the climate change jungle without harmonized regulations. To meet global risks, a global sector needs global standards. It is time for Basel V.

Basel’s latest effort to improve market resilience is expected to accelerate the development of clearing solutions – but it won’t leave everyone better off.