Developing a uniform set of capital requirements applicable to the diverse range of banks around the world is no easy task. Once specifi c requirements complete the tortuous vetting process and are implemented, there is understandable reluctance to alter them at a later date.
During most of the period of debate around Basel II, the expectation was that it would leave the market risk rules untouched. But as the deliberations dragged on, there has been a significant migration of credit risk fro
The week on Risk.net, October 6-12, 2017Receive this by email
- Quantile, TriOptima face off in cleared swaps compression battle
- ABS set for revival under US Treasury’s liquidity buffer plans
- Leaked EU doc could shield legacy swaps from clearing grab
- Industry hails potential US relaxation of margin timing rules
- SGX, HKEX expect to be among first wave of Mifid II equivalence