Basel Committee on Banking Supervision (BCBS)
The FRTB data management challenge
Sponsored forum: Asset Control
Banks seek to counter FRTB internal model add-on
Parallel shifts and trading desk reshuffles mooted as fix for non-modellable risk factors
Regulators have 'keen interest' in FRTB liquidity effect
Isda AGM: Japan central banker says regulators should analyse liquidity impact of capital rules
Internal model cull to create ‘perverse incentives’
Isda AGM: Standardised capital approaches create herding behaviour, says JP Morgan exec
MUFG head criticises internal modelling restrictions
Isda AGM: Mitsubishi UFJ Group CEO also sounds warning on sovereign risk weights and CVA
Japanese regulator defends risk-based capital rules
Shirakawa warns binding leverage ratio could harm banks' risk management practices
European banks face steep op risk capital hike from SMA
Op risk accounts for 28% of US banks’ RWAs, compared with 12% at European banks
Corporates fear price rises if Basel curbs credit risk models
Trade finance exposures would move to standardised approach
Basel Committee to amend leverage ratio calculation
CEM to be ditched, but regulators still considering treatment of client margin
FRTB data standards seen as threat to emerging markets
Need for 'real' prices will limit use of models, increasing capital burden
Crying wolf on CVA?
Standardised approach will hit corporates – but it's not clear that capital will jump
Dealers 'getting very creative' ahead of FRTB implementation
FRTB will force banks to rethink the structure of their businesses
Banks brace for assault course of FRTB implementation
Dealers face test of endurance to win model approval and avoid penal standardised charge
Basel plans modelling curb for billions in credit RWAs
Proposals clamp down on IRB approach that is “usually gamed pretty easily”, says FDIC’s Hoenig
Banks seek capital pill for accounting headache
IFRS 9 loan loss provisions should be offset by reduction in capital, banks argue
Industry fears grow ahead of Basel IRB consultation
Biggest share of bank capital at stake as regulators take aim at credit models
Discarding the AMA could become a source of op risk
Basel Committee’s “tantrum-like reaction” is not supported by evidence, say practitioners
Conference hears fierce criticism of Basel op risk plans
Op risk professionals pour scorn on SMA charge, but some bank experts speak out in favour
Op risk models still needed despite SMA, says regulator
Models “play an important role in quantifying risk”, says OCC's Beth Dugan
South African banks may pool quants to tackle FRTB
Senior trader fears banks don't have quant resources to meet FRTB deadline
Supporting a new approach to risk management
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Basel op risk plans 'not fit for purpose', say banks
SMA expected to raise capital charges, but lower standards in risk management
The limits of the leverage ratio
Data from 30 European banks shows even 6% ratio would miss regulators’ stability target
Accounting for KVA under IFRS 13
An accounting treatment for the economic effect of KVA in accordance with IFRS13