Number of domestic companies set up to invest in bad loans doubles in two years
Five options on the table, lawmakers want case-by-case veto, firms push for power over primary laws
Standardised RWAs fall 4% to $370 billion
Sponsored survey report: Jane Street
Analysis of 59 countries shows bank and sovereign credit are most likely to be correlated in lower-rated countries
With financial reporting in a state of flux amid the introduction of several new accounting standards, many corporates may feel overburdened by the need to ensure accounting compliance to take full advantage of IFRS 9 from the point of adoption. Robert…
Community banks want end to public shaming of those who fail key supervisory test
Liang Wu, vice-president of financial engineering and head of CrossAsset product management at Numerix, explores the transition to Libor alternative rates and the impact on curve construction practices
This paper proposes a general framework for constructing bank risk data sets, which provides an integrated process from data sources to comprehensive risk data sets.
Amid widespread expectation that Libor will soon be discontinued, questions are being asked around whether the transitioning towards risk-free rates will prove too onerous to achieve. Christopher Dias, principal, advisory, at KPMG, explores whether the…
‘Mediterranean’ banks’ reliance on repo funding could be tested by withdrawal of stimulus
The impending move from interbank offered rates to alternate reference rates will require important changes to many valuation and risk management processes and infrastructure. EY Financial Services’ Shankar Mukherjee, Michael Sheptin and John Boyle…
Structural changes in the interbank market across the financial crisis from multiple core–periphery analysis
In this work, the authors employ the KM–ER algorithm to characterize the internal organization of eMID.
Notionals traded highest since end-2012
The revolution in artificial intelligence promises new leads in banks’ fight against dirty money. Alexander Campbell of Risk.net hosted a live online forum, in association with NICE Actimize, to investigate the applications of this emergent technology
Former Bank of Spain supervision head discusses how to stop dangerous activities before they take hold
Since the introduction of uncleared margin rules, collateral management has been thrust into the regulatory spotlight, becoming a priority for firms with over-the-counter derivatives portfolios
Will Jelena McWilliams finally nail down the FDIC’s role as a resolution authority?