Basel committee on banking supervision (bcbs)
The internal ratings-based (IRB) approach has been in intensive care for the past year. Now, one of the world’s most senior supervisors wants to pull the plug, but bank risk managers argue that – with...
Regulators are pushing ahead too quickly with their ambitious review of trading book capital rules, making it difficult to assess the impact, warns Niels Kjaer, Nordea's market risk chief. By Cécile Sourbes...
More Basel committee on banking supervision (bcbs) articles
In theory, swaps market participants will be pushed towards clearing houses by a supportive capital regime, but in practice, banks claim, successive regulatory proposals would have killed the business. However, the verdict on a final version of the rules...
A Banque de France and WGOR representative told the OpRisk Europe conference yesterday that co-ordination on the AMA is challenging with so many constituents involved; the capital standard was "too flexible", he warned
Post-crisis financial legislation is generating deep uncertainty for industry participants, making life difficult for companies that rely on commodity markets as a vital way of managing their risk
European authorities are engaging with central counterparties and clearing members to avoid problems associated with the roll-out of clearing in the US, says Kate Wormald, founder and owner of Oesa Partners, talking to Luke Clancy
Regulators sparked a lively theoretical debate at the biggest banks by proposing the use of expected shortfall as the trading book capital metric in place of the simpler incumbent measure, value-at-risk. But for small to medium-sized banks, the issue...
With draft rules threatening to drive up repo costs, regulators are divided on how far to go, according to SEB's head of risk and capital management
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.
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