Regulation
Latest Regulation
Double, but no trouble? CVA capital hit may lack clout
Industry opinion mixed around Basel III endgame derivatives charge
Don’t mind the gap risk: regulatory treatment of credit repacks
Gap risk in repackaging is not a credit valuation adjustment for Basel III capital purposes, argues senior quant Andrey Chirikhin
Amid debanking drama, banks try to say ‘no’, safely
A basic risk management tool – the ability to turn a customer away – has become a political football
Megabanks boost repo exposures after SLR reform
Volumes of repo-style transactions at US systemic banks top $2.5trn, helping drive record-low SLRs in Q1
Erba myth: will US banks choose new capital measure?
B3E gives US banks a dilemma – adopt expanded risk-based approach, or a new standardised alternative
EU lawmaker calls for review of Luxembourg’s cross-border rules
Grand Duchy accused of side-stepping rules aimed at prising away banking business from London
G-Sib capital
G-Sib capital surcharge: how indexing and averaging alter incentives
Capital risk strategist anticipates Basel III endgame impact on US big-bank behaviour
Un-American or un-JPM? Surcharge rethink divides G-Sibs
Some see sense in rethink to funding indicator, others call for a backtrack
G-Sibs face daily data headache from US surcharge proposal
Move to more frequent measurement would be “massively burdensome”, says senior exec
UBS set for highest G-Sib CET1 minimum under Swiss proposal
Effective CET1 minimum would clear 13% on foreign-participant deduction
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Fifth Third, Flagstar EVE bets diverge in Q1
Comerica deal flips Fifth Third rate-risk profile
Europe’s next chore: cleaning a floor made messy by the US
Rejection of Basel III’s output floor leaves EU with some difficult decisions to make
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