Supervisors are “miles” from being able to monitor shadow banking risks, says financial stability head.
Regulators may never be able to fully monitor risks created by shadow banking
Regulators are hoping higher capital levels will translate into healthier markets
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More Macro-prudential supervision articles
Ideal toolkit would draw inspiration from US and UK
Fed's role jeopardised by political pressure and lobbying
Macro strategy boutique Parala Capital has signed its first index deal with Dow Jones Indexes
Bank of England's Andrew Haldane describes the tools macro-prudential policy-makers need to prevent future crises
Attendees at ACT conference raise concerns about increased lending costs after Bank of England’s Tucker argues for powers to raise sectoral capital levels
Rethinking banking supervision
New World Bank report sees flaws in China's regulatory system
Keeping the lid on
Systemic risk committee at the Bank of England calls for power to use tools - such as liquidity and leverage ratios, and margin standards - to influence systemic risk
Influential parliamentary committee calls for Bank of England (BoE) executive directors’ votes to be transferred to external members, citing amount of power vested in central bank
Bank's Bailey says stability goal must not be swayed by “murky compromises with other objectives”
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.