Dodd-Frank’s swaps push-out rule takes effect for non-US banks in July 2013, but many are said to be doing nothing to prepare – a gamble that the requirement will be repealed before it can force them...
Stockholm-based TriOptima has designed a way to transfer unclearable risk into a central counterparty. All the company has to do now is convince the world’s regulators to change their rules. By Michael...
Banks are increasingly using their IT infrastructure to increase their competitive advantage. Learn how this can work in practice.
More Federal reserve articles
The US Federal Reserve Board is proposing to limit exposures to single counterparties at a time when regulation is moving more risk into clearing houses. It’s a clash that needs to be resolved, banks say. By Lukas Becker
Federal Reserve proposals limiting counterparty risk could put RBS and the UK government in one pot – potentially forcing US banks to cut exposure to both
The banking industry is moving ahead with Basel III implementation – even in the US, where regulators only recently released their Basel III proposals
The Basel Committee’s review of trading book capital rules aims to reduce banks’ reliance on internal models. It’s part of a new regulatory philosophy on capital modelling – but it could prompt some banks to turn their backs on the discipline...
JP Morgan’s recent trading loss has drawn attention to a lack of relevant experience on the bank’s three-person risk committee. Other dealers fare better, but of 73 risk committee members at 15 big dealers, only four have held senior risk management...
Regulators are attempting to narrow the gap between regulatory capital formulas and banks’ internal models – but recent work in the area of the controversial credit value adjustment demonstrates just how far apart they remain. Laurie Carver introduces...
The credit value adjustment (CVA) capital charge in Basel III comes in two flavours: advanced (simulations) and standardised (formula). In this article, Michael Pykhtin shows that the standardised CVA charge formula can be obtained by adding several conservative...
This handy guide reviews the various steps banks are taking to improve their risk management techniques, looking at the benefits and pitfalls of each one.
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