Regulation
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US FRTB glitch could spit out negative capital charges
Effort to recognise risk diversification between IMA and standardised approach went too far
Esma denies need for new competitiveness mandate
MEP wants explicit requirement; Esma official says it’s already covered in existing rulebook
US regulators cut FRTB’s IMA capital hit by 59%, Isda finds
Trade body pushes for further changes to cross-product netting, default risk charge
We won’t copy UST clearing mandate wholesale in UK – BoE
Senior official also indicates that any minimum repo haircuts will likely be calculated at portfolio level
Double, but no trouble? CVA capital hit may lack clout
Industry opinion mixed around Basel III endgame derivatives charge
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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LFI revamp gives banks best ratings yet
Four in five firms clear new standard as matters requiring attention halve
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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