Trading book capital measures were at heart of efforts to free up traders and reduce capital
Bankers say some local markets may be forced to deviate from the NSFR standard – that’s if the Basel Committee decides to go ahead with it at all
Banks must repair relationships with regulators, Scanlon says
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.
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Banks need to implement resolution planning throughout their framework, regulator tells convention
Staff at the Bank of England were ill-equipped to deal with the crisis because they weren't working together, UK regulator tells convention
Drug-resistant disease "is one of the greatest threats that we face today", Davies warns
Greater use of capital and collateral to mitigate all risks relating to foreign exchange trading is crucial, warns head of financial market infrastructure at the New York Fed
Regulators planning follow-up to trading book study that revealed huge variation in modelled RWA numbers
Derivatives and structured products remain unpopular with Thai insurers looking to hedge their liabilities following the introduction of a risk-based capital framework
Cost means insider prosecutions will be rare, legal expert warns
Deal is said to pay a coupon of 11% for first-loss protection – which some investors say is too low
One of the original five Fatca partners likely to take its time over signing IGA, expert warns
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.