Risk-weighted assets (RWAs)
Firms doubtful about risk sensitivity of standardised replacement charge
New rules ease treatment of ABS from countries with low credit ratings
More Risk-weighted assets (RWAs) articles
Basel group split over how to reflect European plans for 'simple' securitisations
Isda AGM: Interaction between some rules “very, very convex”, says Deutsche exec
While standardised rules are being revised, banks say they can't make a call on floors
Banks would have to raise equity equal to 0.7% of current levels, ESRB finds
Regulators argue a backstop is needed to avoid too-low modelled numbers
Tougher leverage ratio in US prompts early review
Ultra-high-net-worth investors ready to sink $300 million into market-making revolution
Capital benefits also remain intact for modelling banks, says Fed official
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
Regulators have increasingly been pushing for less reliance on bank internal models, but Osfi’s deputy superintendent of the regulation sector, Mark Zelmer, thinks internal models have a place
Banks turn to lawyers for advice as CVA functions face tougher conditions than other trading desks
The use of internal bank models for meeting capital requirements has been approved for some time. Regulators thus face issues of model approval, necessitating some public domain analysis of model performance....
There is a magic number in bank capital rules – 5,000 trades – below which portfolios qualify for a lower margin period of risk. Some dealers are now trying to cut their books down to size. Othe...
Dividing the over-the-counter market into cleared and uncleared products creates extra risk and inefficiency, critics claim – it also creates an opportunity for services that can repair the damage...
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