Subject: Isda pushes to ‘decouple’ Simm calibration from model changes

Isda pushes to ‘decouple’ Simm calibration from model changes
Emir 3.0 prompts effort to separate risk-weight revisions from methodology updates
15 May 2024   |  News
Basel war on window-dressing may smooth liquidity, at a price
Changes to G-Sib charge could curb year-end repo volatility, but also cut balance sheet capacity
14 May 2024   |  News
Risk Quantum
Guangfa’s NSFR drops to just above regulatory minimum
Eight of 12 Chinese banks see decline in funding metric in Q1
09 May 2024   |  Data
Risk Quantum
Six Chinese banks set market risk records in Q1
Market RWAs spike 63% overall in first disclosures after rules update
08 May 2024   |  Data
BNP Paribas targets hedge funds with equity vol carry options
Bank aims to meet demand for QIS options extending beyond commodities
07 May 2024   |  News
SG trader dismissals shine spotlight on intraday limit controls
Risk experts say many banks rely on daily reports and can’t effectively monitor intraday limits in real time
03 May 2024   |  News
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Softer FX rules for China QFIs set to boost CNY competition
Freedom to circumvent local custodians a plus for pricing and best execution – State Street
30 Apr 2024   |  News
Risk management
Buy side would welcome more guidance on managing margin calls
FSB report calls for regulators to review existing standards for non-bank liquidity management
19 Apr 2024   |  News
Industry calls for major rethink of Basel III rules
Isda AGM: Divergence on implementation suggests rules could be flawed, bankers say
18 Apr 2024   |  News
Buy side looks to fill talent gap in yen rates trading
Isda AGM: Japan rate rises spark demand for traders; dealers say inexperience could trigger volatility
18 Apr 2024   |  News


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