Twelve new banks are included in this year's US stress test, and some institutions are unhappy about the extra work
Risk awards 2012
Risk awards 2012
The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
Join us online to learn more: 11 December
More Mark Pengelly articles
The profits of imbalance
Basel Committee focuses on cost of protection in attempt to stamp out capital arbitrage, but dealers worry that sound trades will also suffer
From the ridiculous to the sublime
Banking regulator talking to Congress about altering the Dodd-Frank Act to allow a limited use of credit ratings
European banks need to reduce mismatches between their risk appetite and the risk appetite of investors, says Deutsche Bank chief credit officer
Different approaches taken by regulators and risk managers are justified, according the SEC’s Gregg Berman
CFTC says 38 FCMs would be able to act as OTC clearing members under $50 million capital limit - but dealers fear it will weaken CCPs, and call for tough membership rules to redress the balance
Basel Committee is expected to consider wide range of topics, including VAR, liquidity, CVA and the line between banking and trading books - but overall capital requirements are not likely to change
Barriers to Basel
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.