Large EU prop traders dump once-loved capital method

When European lawmakers were drafting the Investment Firms Regulation, proprietary trading firms fought long and hard to be allowed to calculate their capital requirements using margin haircuts from their clearing banks. Now it turns out late changes to the rules have made this method much less appealing, and only a minority of firms adopted it.

Basel

Basel’s cherry-picking toughens IRRBB shock scenarios

European banks want higher outlier thresholds to offset higher confidence level in new standard

Emir

Risk Quantum

Data insights, delivered daily

i

Risk Quantum finds insights in data. The service tracks the public disclosures of over 120 banks, funds, insurers, corporates, and central counterparties – as well as reports from prudential and markets regulators – in Asia, Europe and North America.

More information

ECB raised Pillar 2 charges for just three CRE-heavy banks in latest SREP

Pfandbriefbank and Luminor saw largest increases across 106 banks subject to 2023 assessment

FRTB

Top secret

Prop traders call for new rules on pre-close briefings

Price swings after private meetings alarm PTFs, but Esma gives regulators no ‘specific guidance’

Events

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here