Risk.net
Latest on Regulation
Q&A: Robert Litterman on the CFTC climate risk report
Chair of industry sub-committee – and famed quant – says carbon dividend plan essential to create right incentives
Fed will calibrate NSFR to avoid hurting repo
Fed’s supervision head says final liquidity rule will be fast-tracked without fresh consultation
Non-EU corporates thwarted on Emir reporting relief
Esma suggests foreign-headquartered firms can’t benefit from intra-group exemption
Latest
Quotes
If an American bank invests $100 in software, and a European bank invests $100 in software, why would that have a different representation in the prudential balance sheet?
Adrian Docherty, BNP Paribas
Our approach, considering the legislative structure in Indonesia, is not to come with a specific netting law but to accommodate that in an amendment to the bankruptcy law
Priyanto Nugroho, Bank Indonesia
You can see how the Fed could potentially use the stress test to impose op risk capital charges on those banks that have a more significant trading operation
US-based lawyer
Editor's Choice
CFTC block trade plan gets cold shoulder
Industry divided over swaps reform proposal, and advisory committee casts doubt on need for it
Big Figure
Europe’s disappearing bond markets
As a result of Brexit, the number of bonds in EU markets defined as liquid under Mifid II rules will drop significantly. That means fewer bonds will be subject to transparency requirements, raising questions about whether reform of the rules is needed to make the functioning of the markets more effective.
Read the full article7 days in 60 seconds
Autocallables, Mifexit and the value of HFT
The week on Risk.net, September 19-25, 2020
Receive this by email
Comment
Bank resolvability in the time of Covid
The unintended impact of swap stays on financial stability
Our Take
The long-term effect of Covid-19 on market risk capital
Why bankers should embrace the Brexit political theatre