Risk.net
Latest
Dealers grapple with netting valuation adjustments
Some banks are expressing netting uncertainty as a fair value adjustment to CVA
Banks prepare for bumpy ride as margin deadline looms
Banks and funds may have limited set of counterparties on September 1
China FX forward rules set to boost renminbi options market
PBoC extends reserve requirements on onshore forwards to foreign banks
News continued
Editors' choice
Editors' choice
Mind the Gaap: US banks brace for $50–100bn capital hit
New loan loss accounting regime could shrink US banks' Common Equity Tier 1 ratios by 25–50bp
Latest whitepapers
Post-Scoring Classification for Low Default Portfolios
This white paper aims to provide clues for optimizing Post-Scoring classification as well as analysing the relationship between the number of classes in a rating scale and the impact on regulatory capital for Low Default Portfolios.
DownloadIFRS 9 Will Significantly Impact Banks’ Provisions and Financial Statements
This white paper gives practitioners a snapshot of the "current state" of the industry, while assessing the challenges banks face while transitioning to IFRS 9. It also includes a series of comments on best practices and industry trends.
Download
Upcoming events
Big Figure
On the defensive
While regulators have tried to harmonise and enforce the three lines of defence model, some op risk managers believe it is too complex.
Read the full article7 days in 60 seconds
CCP failure, CVA gaps and passporting
The week on Risk.net, August 12–18, 2016
Receive this by email

































