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Latest on Regulation
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Buy-siders eye ways to get ahead of US resolution stay rules
Come July 1, asset managers will be unable to dump derivatives as a G-Sib is unwound. Lawyers are standing by
Latest
Quotes
Randy Quarles made a public comment that the amount of capital in the system is just about right, so that seems to indicate the G-Sib surcharge does not top their list of priorities
Regulatory expert, US G-Sib
It would be very difficult for banks to continue borrowing securities from clients to facilitate market-making because the capital penalties are too high if they don’t meet the haircuts
Jouni Aaltonen, Association for Financial Markets in Europe
Everyone knows commercial real estate loans are 100% risk-weighted under standardised capital rules. This is so basic, I’m surprised it was missed
UK challenger bank treasurer
Editor's Choice
Final FRTB internal model rules get mixed reviews
Bankers divided on whether changes to two key tests will ease ‘penal’ capital charges
Big Figure
Striking a balance
Efforts by the Chinese central bank to soften credit conditions involve easing restrictions on the shadow banking sector. That’s not such good news for structured bank deposits in China, which saw a significant dip in volumes in October 2018.
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Comment
We need a different approach to supervisory stress-testing
How to stress-test portfolios for Brexit and trade wars
Our Take
We need to talk about Collins
Credit risk quants are hitting the tech gap