Barclays Capital senior economist praises dynamic provisioning approach to loan losses
The findings of a group of credit risk experts should help IASB staff find a way to make its proposals operational, board member John Smith tells Risk
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More Dynamic Provisioning articles
Spanish banks this week reported third-quarter earnings that featured sharp increases in loan loss provisions at a time when the economy continues to sour - nothing unusual in that, perhaps, but critics...
European banks may be required to hold counter-cyclical buffers that can be drawn down in periods of stress, similar to the dynamic provisioning model used by Spanish banks, according to sources at the...
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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.