Emir
Confusion reigns ahead of crucial Emir 3.0 vote
Leaked text introduces multiple calculations and thresholds for mandatory clearing and active accounts
Pension funds still fear diluted Emir active accounts rule
Clearing five trades in the EU every six months will hit clients that make large, infrequent trades
Shock EU expansion of clearing mandate may hook more funds
Last-minute change to Emir 3.0 would include cleared contracts in threshold calculation
Council of the EU resists centralised clearing house supervision
Esma wants more powers, but member states will only agree to provide it with more information
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EBA’s correlated currencies shake-up raises EU banks’ charges
Capital requirements for FX risk double after EUR/USD and other 196 pairs deemed no longer in sync
FRTB
No Canadian banks using internal models as FRTB kicks in
One bank still plans to adopt IMA after delays prevented it going live in January
BoE puts American spin on fix for FRTB’s govvies dilemma
Four jurisdictions find four different ways to resolve Basel market risk capital quirk
Regulators’ FRTB estimates based on faulty premise – industry study
US market risk capital requirements could more than double if banks abandon IMA
FRTB managers face hard facts about risk factors
There are ways to reduce the capital charges caused by NMRFs, but they come at a price
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