Too big to fail
Floors framework should not overstate risk, says Sweden's bank supervision chief
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 Too big to fail articles
Working group still grappling with capital, timing, bankruptcy issues
Trafigura, Vitol and other trading houses unlikely to be captured by proposed criteria for global systemically important financial institutions
FDIC's single-point-of-entry method applauded but concerns still linger
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 the...
Cross-border resolution could be harder under US-style capital and liquidity plans, says Finma's head of bank supervision
Switzerland went first – and furthest – on post-crisis banking reforms, making its industry a test case for the impact of the new regime. But it has not yet solved the too-big-to-fail problem, M...
Too-big-to-fail: the next Chapter
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.