Regulation/Risk management
European NSFR revamp could save banks billions in funding costs
Commission expected to ease pressure of liquidity ratio on derivatives positions when it unveils CRD V proposals
Suspend bank capital rules following an FCM default, CFTC told
Banks may be more likely to bid in post-default auctions if temporary capital relief is granted
EBA: small banks will be worst hit by IFRS 9
Standard approach banks disadvantaged by higher capital impact and implementation burden
Can the AMA be reborn?
Regulators could rescue op risk modelling through Pillar 2, writes former supervisor
CFTC ‘puzzled’ by CPMI-Iosco plan on margin procyclicality
Prescriptive models could increase systemic risk at CCPs, market participants warn
SGX risk chief urges Asia lobbying push on FRTB
Asian markets could be stifled by “irrelevant” global standards, warns Koh
FRTB data pooling crawls into action
Dealers voice concerns on data pooling as industry initiative to model risk factors faces significant challenges
Liquidity stress testing ‘essential’, says ECB supervisor
Supervisor warns conference banks will need to shape up their Ilaap responses for 2017
EBA stress test shines light on interest income hedging dilemma
Non-maturing liabilities pose problems for banks' IRRBB hedge accounting
Banks fear costs from loss of AAD under simpler FRTB rules
Trading book regime may force use of more expensive and time-consuming ways of computing risk sensitivities
Year-end deadline for fixing CCP recovery plans 'not realistic'
Some central counterparties are unable to maintain a continuous 'cover two' standard
Cat bonds can help combat the systemic risks of CCPs
Bonds could pre-fund CCP default funds and higher margins during market stress, authors argue
Banks fear FRTB internal model approval gridlock
UK regulator said to have concerns about the high volume of simultaneous approval requests
One-of-a-kind regulatory reporting
Sponsored Q&A: London Stock Exchange Group
The beginning of the end for footloose modelling
US model risk guidance has drawbacks, but is a step towards better management of model risk
EC to hold crunch talks on CCP recovery and resolution
European Commission said to be close to unveiling proposal on stricken clearing houses
Regulation: A top 10 op risk concern in 2016
Sponsored Q&A: Abide Financial
Basel Committee’s CVA shocker ignores trade-offs
Ditching own models for CVA risk is too binary and eliminates possibility of further dialogue
CCAR as a powerful business and risk management tool
Firms should use stress testing to challenge assumptions
Trust in clusters: a new approach to stress testing
Search for plausible stress scenarios leads Natixis risk managers in a new direction
Banks brace for qualitative objections from CCAR
Fed stress tests tilt towards data, governance, internal controls and modelling techniques
Banks seek to counter FRTB internal model add-on
Parallel shifts and trading desk reshuffles mooted as fix for non-modellable risk factors
FRTB packs bigger-than-expected capital punch
Industry study challenges regulators' estimate of a 40% capital increase
Bloomberg works with banks on FRTB data pool
Pooling market risk factor data could cut capital requirements