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ECB grants post-Brexit reprieve on large exposures limit
Exemption for intra-group exposures to UK will be preserved pending a decision on equivalence
Repair the leverage ratio, revive the repo market
Domestic currency government bonds and repo should be exempted, suggests former supervisor
At US G-Sibs, modelled RWAs outpaced standardised in 2020
Ratio of advanced approaches RWAs to regulator-set measure declined in the wake of the Covid recession
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Editors' choice
IBA, Refinitiv go live with regulated term Sonia rates
First deals linked to new benchmarks are likely to be in trade finance
Big Figure
SLR relief here to stay?
A temporary adjustment to the calculation of the supplementary leverage ratio (SLR), which lowered capital requirements for top US banks, should be made permanent, executives at JP Morgan argue. In April 2020, the Federal Reserve allowed banks to carve out US Treasuries and excess reserves from the calculation of their total leverage, which acts as the denominator of the SLR. The adjustment was projected to cut $17 billion off top lenders’ binding Tier 1 capital requirements. The relief is due to expire on March 31.
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Risk management
Union beckons for the three quant tribes
Studies may be deferred, but future for grads is bright, argues UBS’s Gordon Lee
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Repair the leverage ratio, revive the repo market
Union beckons for the three quant tribes
Jumbo Goldman 1MDB fine upends 2020 trend to lower losses
Op risk data: In fewer reg fines, US took its lumps in 2020
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