Basel Committee on Banking Supervision (BCBS)
Banks insure against cyber risk, but rarely claim
Risk Benchmarking study finds big banks aggressively negotiating on cost of cover, and seeking offsets to Pillar 2 capital
Spanish banks brace for €5bn capital hike as CCyB doubles
Countercyclical buffer lifts requirements by €2.5bn in Q4, with further rises to come in 2026
EU weighs response to US dropping Basel capital floors
European regulators assessing whether US proposal amounts to a “substantial” deviation
Banks fear US cross-product capital relief will fall short
Proposal to treat repo as futures for SA-CCR may not do enough to support UST clearing mandate
Basel III endgame: overall relief hides winners and losers
G-Sibs gain from surcharge reform while AOCI hits regional banks
StanChart: UK, EU should copy US ‘commercial’ Basel III
Isda AGM: Exec warns divergent Basel III rules will push trading into less-regulated entities
Can US regulators keep Collins happy with one capital stack?
Legal experts say Basel III endgame redraft retains spirit if not letter of the floor
People: Citadel and Brevan snag banks’ top traders, and more
Latest job changes across the industry
US blows the floors off Basel III
Barr criticises “downward deviations” in US rule; Bowman rejects “blind adherence” to global standards
Basel III endgame – a timeline
A review of Risk.net’s coverage of the US implementation saga
Leaked EU plans offer extra temporary relief for FRTB models
Risk factors would need only two observations to be modellable. Do changes foreshadow US Basel III?
FRTB internal models: quo vadis?
Two risk experts explore how to adjust the FRTB framework to promote internal model usage
US regulators bid to save FRTB IMA, but it’s no small task
Even if industry wish-list is granted, a 2028 start date might be too soon for model adoption
Hopes rise for cross-product netting under SA-CCR
Banks want rule change in Basel III endgame to lower capital costs of clearing UST repos
The state of IMA: great expectations meet reality
Latest trading book rules overhaul internal models approach, but most banks are opting out. Two risk experts explore why
Non-cleared derivatives margining jumps after framework rollout
Margin-to-notional ratio trails early regulatory estimates
EBA supports global op risk taxonomy, but it won’t happen soon
New EU framework designed to ease adoption by banks; other jurisdictions have different priorities
New EBA taxonomy could help integrate emerging op risks
Extra loss flags will allow banks to track transversal risks like geopolitics and AI, say experts
Morgan Stanley marks biggest risk category swing in 2025 G-Sib test
Substitutability overtakes complexity at US bank for first time
Staff, survival days, models – where banks split on ALM
Liquidity and rate risks are as old as banking; but the 46 banks in our benchmarking study have different ways to manage them
Chinese banks narrow gap to US on systemic risk
Smallest ever distance between two countries in FSB assessment after China surges 160bp