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Latest on Regulation
EBA warns banks over loan-loss model tinkering
Senior executive says methods of adjusting IFRS 9 models to “smooth” outputs should be investigated
Basel turns attention to non-climate-related environment risks
Experts warn of over-complicated framework if nature-related risks are added prematurely
Basel crypto rules: bad for traders, good for risk managers?
Practitioners divided over potential bank capital treatment for assets with no intrinsic value
Latest
Quotes
There’s a general theme wherever you look that the technology has outpaced law and regulation
Chris Perkins, CoinFund
If we try to be in line with front office, then you have this tug of war with non-modellable risk factors where some risk factors will become non-liquid or non-modellable, so there’s a lot of work on optimising
Dennis Sinelnikov, Nomura
Some counterparties are hesitant to accept the premise that a transaction, which in their view is wholly offshore, actually isn’t because of the technicalities of ‘arranged, negotiate, execute’ that the SEC put out
Joerg Riegel, Societe Generale
Editor's Choice
How ‘open’ became ‘random’ in Mifir open access CCP rule
EU clearing monopolies endure as share trades are rarely cleared at end-users’ chosen CCP
Big Figure
No offence?
UK banks are lobbying for a softening of the rules that ring-fence retail and investment banking activities, but there is little evidence that the framework has pushed the funding costs for UK investment banks out of line with global peers.
Read the full articleRegulation
UMR efficiency: optimising systems and processes for IM compliance
UMR are among the biggest collateral management issues faced by investors in over-the-counter (OTC) derivatives. At a specially convened session sponsored by IHS Markit at Risk.net’s Buy-Side Risk Global event, panellists discussed the latest phases of…
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Most read on Risk.net
- UMR efficiency: optimising systems and processes for IM compliance
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- Basel crypto rules: bad for traders, good for risk managers?
- FCA move brings regulatory risk to use of hold times
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Comment
A bold step forward in climate-related financial risk supervision
Net losers? Benefits of clearing US Treasuries are cloudy
Our Take
EU’s Basel III delay invites all to play for time
Bond hedging: China must be bolder