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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
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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
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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.
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IFRS 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.
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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.
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7 days in 60 seconds
CCP failure, CVA gaps and passporting
The week on Risk.net, August 12–18, 2016
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