Latest Regulation
EBA to weigh in on credit spread risk conundrum
Industry confusion persists over which products in banking book are affected by spread changes
Roll over, SRTs: Regulators fret over capital relief trades
Banks will have to balance the appeal of capital relief against the risk of a market shutdown
Nomura eyes FRTB models expansion for FX desks
With rates desks all now on FRTB internal models, markets head says FX is next
Treasury market urged to beef up operational resilience plans
NY Fed panel warns about impact of AI and reliance on critical third parties
Narrower US supervisory remit could lead to more bank failures
Some former regulators see risks in fewer MRA letters, but others welcome streamlining
EU banks fear tumbling rates will upset their IRRBB balance
As rates decline, hedging two separate tests of vulnerability becomes more difficult
Basel III
How to solve the Fed’s $300bn FRTB problem
A sacrifice will have to be made to ensure new market risk rules meet demands for capital neutrality
US Basel III endgame: a credit risk calibration conundrum
If regulators want to finalise the rules, they should strip out gold plate and cancel a haircut
Nomura wins NMRF reprieve from Japan’s FSA
Relief granted due to scarcity of vendors offering pricing data for market risk models
Lightening the RWA load in securitisations
Credit Agricole quants propose new method for achieving capital neutrality
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Market RWAs climb to new highs at top Chinese banks
Bank of China, China Construction Bank and Shanghai Pudong Development Bank set records for second successive quarter
European deregulation
EU reporting revamp may end up costing banks
Esma’s review into trade reporting promised to cut reporting burden and save firms money. Dealers aren’t convinced.
Esma needs dose of UK agility, says official
Clearing house supervisor Giusto points to BoE consultation on Emir as example of nimbler approach
Rumblings over UK review of ‘bad apples’ regime
Plans to reform Senior Managers and Certification Regime raise concerns over backsliding on conduct in financial industry
Industry doubts pausing the EU reg machine will offer relief
Market participants are sceptical that a proposal to halt certain rulemaking will reduce compliance costs or boost growth
Regulators urged to keep specials out of repo haircut debate
Industry experts say negative haircuts on scarcer collateral shouldn’t be seen as alarming
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