Articles by Samuel Wilkes
PRA struggles to follow Fed’s FRTB modelling moves
Market risk experts say minor differences in US rules add up to more incentives for IMA adoption
Lifeline keeps Europe’s hopes afloat for single-sided reporting
Despite Esma’s proposal for delegated reporting of trades, the industry may yet get its wish
EU’s plan to get competitive faces big legislative hurdles
Large and controversial legislative package may be too amorphous to deliver results quickly
Report once: will Esma’s €1bn reforms deliver the full picture?
Critics say plan to merge three reporting regimes will see scant returns, and won’t mesh with single-sided reporting
Europe’s banks can’t agree on how to fix the output floor
Some want market risk excluded, while others push for greater savings from credit modelling
BoE’s crisis lending plan hits buffers
Scepticism greets regulator’s proposal to increase releasable leverage capital buffers
BoE’s leverage ratio rejig to hit HSBC and StanChart
Proposed changes aim to rebalance scales in favour of domestic lending
Small UK lenders set to escape leverage ratio ratchet
BoE’s planned economic indexation of tougher prudential thresholds could ease capital planning
Floored: Basel III rethink upsets IRB dominance
Introduction of output floor means internal ratings’ popularity takes a hit, but isn’t quite out for the count
Basel’s CVA upgrade: persuasive in the US, less so in Europe
Ban on credit risk models could encourage US banks to adopt more sophisticated CVA method
US FRTB glitch could spit out negative capital charges
Effort to recognise risk diversification between IMA and standardised approach went too far
EU lawmaker calls for review of Luxembourg’s cross-border rules
Grand Duchy accused of side-stepping rules aimed at prising away banking business from London