Regulator challenges "mechanistic re-application" of matching adjustment
Banks insist credit risk approach can be fixed - and remains more sensitive than stress tests
Financial models fall down in energy markets, argues Kaminski
This webinar on September 17th looks at the challenges of GRC, key trends, motives for improvement, future investments, and obstacles that banks and other financial institutions face in trying to improve and integrate their risk management strategy
More Credit risk articles
Sponsored interview: Commerzbank
Volume 10, Issue 2 (2014)
Volume 16, Issue 5 (2014)
UBS op risk framework head describes struggle with defining op risk appetite
SolarCity deals show potential and pitfalls of new asset class
Op risk disconnect from business, conference hears
European Commission's unofficial Level 2 draft disregards insurers’ calls for the adjustment to be capped
Two months after the landmark political agreement on Omnibus II, MEP Burkhard Balz discusses the thorny issues that did not make it into the directive, spells out his expectations for the level 2 te...
A 30-fold increase in its computing grid, enabling coverage of 90% of the bank's derivatives business - a two-year overhaul of the counterparty risk framework at Royal Bank of Scotland wins this yea...
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.