Capital requirements directive (crd)
Remuneration regulations remain key concern for hedge funds considering whether to market their wares in Europe
Stefan Winter, chairman of the board of directors of the Association of Foreign Banks in Germany (VAB), asks how new regulation affects the future of collateral management
Banks say leverage exposure "could be halved" after PRA acts to safeguard business
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Capital requirements directive (crd) articles
Positions in credit default swaps (CDSs) are eligible instruments to reduce some Basel III capital requirements. The value of this benefit should be reflected in the price. Chris Kenyon and Andrew Green incorporate this into a pricing model for CDSs,...
Before European banks can apply lighter capital requirements to trades cleared elsewhere, the relevant central counterparty needs to be approved by the European Securities and Markets Authority. Dozens of venues globally now have less than a month to...
Eleven CCPs say they will apply to Esma for approval – sparing European members a capital hit – but Canada's CDCC has no plans to go through the process
European energy traders say worries about the impact of Mifid II are chilling activity in longer-dated power and gas
Europe’s credit valuation adjustment exemption was the outcome of a protracted legislative debate, but it may prove to be the end of a chapter, rather than the end of the story. As US banks protest and supervisors review the issue, a number of problems...
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future