Basel Committee on Banking Supervision (BCBS)
EU capital rules for energy traders not as bad as feared – PwC
Commodity firms can slash Mifid II capital charges by 40%, report finds
Bank data executives split on BCBS 239 sanctions
HSBC's Mavroudis says fines are likely; Mizuho's Alvarez sees a measured response
Banks collaborate on non-financial risk taxonomy
Operational risk practitioners from large banks working together on industry best practice
All you need to know about op risk in four letters
Processes, people, systems and external events are fundamental to operational risk management, says Ariane Chapelle
Clearing fees up for 60% of swaps users due to leverage ratio
Survey of US asset managers reveals higher costs and reduced access to clearing
Regulator consent to make or break BCBS 239 compliance in Asia
Local data laws clash with Basel’s risk data aggregation rules
Looser capital won’t ease bond liquidity – SNB’s Rime
Central banker calls for counter-cyclical leverage ratio and scrutiny of funds’ role
FSB’s Andresen: liquidity risks were underpriced pre-crisis
Top staffer at FSB addresses liquidity, bank risk data and securities financing risks in a wide-ranging interview
Liquidity stress test regime needs attention, say central bankers
DNB experts recommend improved market-wide and bank-specific liquidity stress tests
Final FRTB is a game of give-and-take, say dealers
Relaxation in some areas of Basel market risk rules offset by harsher treatment in others
The drawn-out death of a standard IRRBB charge
For 23 years, regulators have been trying – and failing – to standardise banking book rates risk
Basel abandons plans for Pillar 1 rates risk charge
No standard charge for banking books, but souped-up Pillar 2 still worries critics
US regulators told to expect VM status change
Fed, FDIC and OCC told daily settlement of swaps will cut required capital
Cutting Edge introduction: No more shortfalls?
Academics develop expected shortfall backtest to compare standardised and internal models
Bond fears prompt RBI caution on liquidity ratio reform
Moving away quickly from a dual liquidity regime could be "self defeating", says regulator
Basel may soften trading book rules on emissions
Latest FRTB tweaks also include increasing granularity of commodity risk weights
Dealers warn of hit to Asia from short margin transfer times
Japanese firms and Isda call for T+3 for cross-border uncleared swap trades
Diversification benefit of operational risk
Torresetti and Le Pera explore the relevance of the diversification benefit from a theoretical and practical viewpoint
Banks try to copy Citi and UBS clearing leverage cuts
Tactic slashes exposure for FCMs, but could undermine lobbyists
CFTC quizzes clearing banks over leverage-cutting tactic
Billions of dollars in client margin have already been moved off balance sheet
Basel proposal to cause ‘huge problem’ for TLAC market-making
Proposal requiring banks to deduct holdings of other banks’ TLAC debt could restrict market-making
Basel op risk reform proposal expected to be delayed
Consultation on scrapping operational risk modelling is now expected in early 2016
FRTB may lead banks to take more risk, says Deloitte
Analysis shows some trading desks receive lower capital with stressed market risk charge
Basel Committee 'will move' to more sensitive leverage ratio
Regulators want to switch CEM for SA-CCR, conference told