Latest on 規制
Can the US FRTB revamp make the IMA great again?
Banks are finally presented with a viable internal models framework under Basel III’s market risk rules
UK rethinking tougher capital rules for US bank subsidiaries
US endgame draft would trigger UK Basel III trap floor for foreign banks, but PRA is reviewing
EBA proposes drastic overhaul to supervisory data reporting
Revamp will cut back the number of datapoints and integrate overlapping reports
Latest
Quotes
Someone who buys US Treasuries as a customer of a dealer shouldn’t be considered a dealer
French Hill, US Congress
We said we would monitor the possible unintended effects of the lower bound precisely for this net interest income supervisory outlier test, because the interest rate environment has changed
Delphine Reymondon, European Banking Authority
The Fed is applying a staggering double-standard that favours incumbent banks over start-up banks, and in doing so, it has created financial system risk by allowing crypto companies through the back door
Nathan Miller, Custodia Bank
Editor's Choice
Ice Clear Credit may face Esma review as euro CDSs migrate to US
Upgrade in systemic status would depend on extent of migration from UK-based Ice Clear Europe
Big Figure
This time is different
The last time interest rates rose this sharply in Europe, there was no internet banking. After more than a decade of ultra-low rates, bankers are uncertain how to model interest rate risk on the banking book to comply with Basel requirements.
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Comment
Why central banks shouldn’t ignore stablecoins
Cyber incident reporting: convergence is key
Our Take
Living with SA-CCR, one year on
How did EU regulators miss the FTX horror story?