Top staffer at FSB addresses liquidity, bank risk data and securities financing risks in a wide-ranging interview
Institutions designated as O-Siis will be expected to produce resolution plans
Systemically important label is "our biggest concern", says Kandarian
Misbehaviour at banks may not just be result of poor management
Systemically important status seen as business threat by asset managers
Discussions about whether to break up Sifis have hit the mainstream
Insurance commissioners say views ignored by federal agencies
CRO of Prudential Financial puts case for longer-term view on capital
Regulators go back to drawing board following deluge of criticism
After big banks sign up, unwritten rules mean a follow-up may be required
But concerns remain about effects on resolution and capital requirements
“No evidence mutual funds contribute to systemic risk,” says Vanguard’s head of risk
CRO challenges at Allstate
Commodity trading houses "not too big to fail", research argues
Insurers question whether one standard will eventually replace another
Competition with bond markets raises danger of crash
Hong Kong securities regulator wants systemically important banks to improve their ERM
Trafigura, Vitol and other trading houses unlikely to be captured by proposed criteria for global systemically important financial institutions
The rapid growth of commodity trading houses has led critics to question whether these firms have become a source of systemic risk. But trading houses strongly reject such arguments, and suggest they are little more than paper tigers. Alexander Osipovich...
Wrong-way risk (WWR) behaves differently for exposures to systemically important counterparties because their default has the potential to move financial markets before the close-out. Michael Pykhtin and Alexander Sokol show how the traditional exposure...
Anders Meinert Jørgensen, head of group operational risk at Nordea, talks AML awareness and pace of framework change at the bank
A suitable ploy?