Latest Regulation
Fed pivots to material risk – but what is it, exactly?
Top US bank regulator will prioritise risks that matter most, but they could prove hard to pinpoint
Bowman’s GDP-linked proposal would lift bank thresholds by 42%
Recalibration would push five banks out of category III and leave Synchrony and Flagstar below the large-bank line
Hopes rise for EU re-entry to UK swaps market
EC says discussions on draft decision softening derivatives trading obligation are ‘advanced’
Brokers must shift HFT servers after China colocation ban
New exchange guidance drives rush for “proximity colo” in nearby data centres
BoE’s Ramsden defends UK’s ring-fencing regime
Deputy governor also says regulatory reform is coming to the UK gilt repo market
Will Iosco’s guidance solve pre-hedging puzzle?
Buy-siders doubt consent requirement will remove long-standing concerns
US Deregulation
Who is Selig? CFTC pick is smart and social, but some say too green
Colleagues praise crypto smarts and collegial style, but views on prediction markets and funding trouble Senate
CVA capital charges – the gorilla in the mist
The behaviour of CVA risk weights at US banks in 2020 hints at the impact of the Basel III endgame
No Fed G-Sib buffer reform in 2025, say experts
Recalibration of method 2 seen as more likely than its abolition; banks resist daily averaging
Banks grapple with Fed’s double deadline on stress-test plans
Supervisor consulting simultaneously on next year’s test scenario and broader model changes
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Pinnacle-Synovus merger could create cat IV bank by year-end
$100bn threshold breach looms, but Fed’s Bowman plan could blunt impact
FRTB
Basel Committee members ‘buying time’ before fixing FRTB mess
Despite inconsistencies today, regulators maintain they want to align global regime eventually
NMRF framework: does it satisfy the ‘use test’?
Non-modellable risk factors affect risk sensitivity and face practical and calibration difficulties, argue two risk experts
EU’s FRTB multiplier risks picking winners and losers
Attempts to find capital-neutral way to implement new rules might create unlevel playing field
Half of European banks already embed FRTB into XVA pricing
US and rest of world lag Europe in incorporation of Basel capital rules into XVA calculations, Risk Benchmarking analysis shows
CCPs trade blows over EU’s new open access push
Cboe Clear wants more interoperability; Euronext says ‘not with us’
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