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Fed risk rating system unifies stress testing and 3LOD
Some banks have qualms over potential downgrades and overlap between first and second lines
Basel’s Coen warns on FRTB complexity
Isda AGM: Regulators may consider “simpler and more robust” approaches when finalising rules this year
Isda chair on the swaps market’s power shift
A decade ago, dealers held 18 of 19 board seats – but crisis has forced trade body to change
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Risk Quantum
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Risk Quantum finds insights in data. The service tracks the public disclosures of over 120 banks, funds, insurers, corporates, and central counterparties – as well as reports from prudential and markets regulators – in Asia, Europe and North America.
Editors' choice
FRTB threatens dynamic forex hedging of capital ratios
Industry says recent Basel proposals are unclear and retain burden of pre-approval for hedges
Big Figure
A certain ratio
JP Morgan hit out at a proposed revision to the enhanced supplementary leverage ratio (eSLR) as first quarter earnings showed it had increased its combined on- and off-balance sheet exposures by over 2% on the year. The dealer said it was of “concern” that the ratio would incorporate the global systemically important bank (G-Sib) surcharge “without addressing known issues” with the add-ons’ calibration.
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Swaptions basis secrets, risk capital changes and forex hedges
The week on Risk.net, 14-20 April, 2018
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