European Banking Authority (EBA)
Regulatory reform hampering financial product innovation
Industry concerns over unintended consequences of tougher regulation
EBA's Enria: stress tests complicated by multi-speed CRR
State-specific timelines are making it difficult to compare data
EBA: Objections over WGMR rules not our fault
EU authorities claim hands are tied by WGMR proposals on non-cleared margin requirements
US banks shunning bitcoin over regulatory fears
Regulatory constraints likely to continue holding back crypto-currencies
Prudent valuation vs confidence accounting
Accounts shouldn't pretend valuations are exact - but how best to fix the problem?
Dealers rail at 'absurd' EU margin rules
Draft rules would force EU banks to collect margin from non-EU corporates
Scenarios fill the speculative gaps, op risk panel says
AMA risk management and op risk modelling cannot succeed by data alone
Covered bond issuers cheer EU swaps margin relief
Regulators recognise collateral posting barriers but set six conditions for an exemption
EBA: Common credit risk definitions vital
European regulators have overhauled bank reporting standards to ensure comparability, with new Finrep and Corep templates to be rolled out from this month. The latest step has been to agree common definitions for forborne and non-performing exposures…
Corep and Finrep: data overload?
The start of Europe’s new risk reporting regime was delayed by the drawn-out legislative debate on CRD IV, but that hasn’t given the industry much more time to prepare. Technical detail was published in July, just five months ahead of the 2014 start date…
VAR models need overhaul to apply CVA proxy rules, says EBA
EBA surprises industry with eleventh-hour guidance that spread simulations – not just initial levels – should account for rating, region and sector
Securitisation is "dead in Europe", say critics of new EBA proposals
Rules would require banks to allocate all securitisation exposure by individual, underlying obligor
CVA proxying: Nomura's alternative to "flawed" EBA method
A cross-section for CVA
Index roundup: Esma and EBA move to strengthen Euribor
Index roundup
EBA highlights shortfalls in Pillar III disclosure
A report issued this morning says many banks are failing to report market and credit risk adequately
Risk's 25th anniversary issue names 'Firms of the Future'
Looking ahead to a period of unprecedented change in derivatives markets, Risk's 25th anniversary issue has selected the companies it believes will do most to shape the future
Risk 25: Filling data gaps for risk analysis
Filling data gaps for risk analysis
JP Morgan loss highlights lack of risk experts on bank committees
A committed committee?
OpRisk Europe: Harmonised rules must preserve flexibility, panellists say
Speakers at OpRisk Europe conference call for balance between harmonisation and national freedom
Spanish banks allowed to ignore default risk for sovereign bonds
Banco de España is one of a number of European supervisors allowing its banks to ignore a Basel 2.5 requirement to model default risk on government bonds
Dangerous embrace: disentangling bank and state
Dangerous embrace