CS and UBS have "reshaped and resized", but risk to Swiss economy needs to be cut further
IAIS and Bafin chair commits to ICS by 2016 although industry raises doubts
Isda AGM: Proposed trading book rules are “nuts”, says Ramambason of BNP Paribas
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More Regulatory capital articles
Supervisors are “miles” from being able to monitor shadow banking risks, says financial stability head.
While standardised rules are being revised, banks say they can't make a call on floors
ABSTRACT The Great US Recession of 2007-9 offers a unique opportunity to analyze the performance of credit risk models under conditions of economic stress. We evaluate three potential sources of model...
Banks would have to raise equity equal to 0.7% of current levels, ESRB finds
FAQ document to tackle treatment of segregated initial margin
Regulators are hoping higher capital levels will translate into healthier markets
Wild moves in the Swiss franc and US Treasuries blindsided VAR models
Regulators argue a backstop is needed to avoid too-low modelled numbers
Regulators plan to floor modelled capital at a percentage of standardised approaches
States concerned over use of ‘deregulatory' valuation approach
The quantification of diversification benefit plays a critical role in quantitative risk models, especially within the context of regulatory and economic capital. However, the complexity of today's risk...
With around $1 billion deployed in capital relief trades and the same amount in direct lending, Chenavari has found a sweet spot for investors - but a danger area for regulators
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