Capital management
UniCredit retreats from capital target as bond run bites
Italian bank swallows 39bp capital hit in third quarter; 9bp through BTP moves
Strange steps down from NZX, and more
Latest job changes across the industry
Tired of overshooting, BNY Mellon revamps stress test model
Capital distributions crimped by conservative CCAR estimates
Shut the window: EU Parliament tackles leverage loophole
EU banks may have to calculate leverage ratios daily, potentially hitting their repo market share
New frontiers
Innovative investment opportunities are helping to mitigate risk and satisfy Solvency II capital requirements as insurers face continued economic uncertainty. Frederic Morlaye, managing director, insurance and capital management solutions, Global Markets…
The sharing economy comes to banking
A start-up some are calling the Airbnb of capital is bringing a Silicon Valley idea to Wall Street
New US buffer triggers fresh focus on CCAR transparency
Banks fear capital volatility and may also push for changes to US G-Sib surcharge
Brexit dims hopes for Solvency II change in UK
Lawyers say political tensions may have killed off chance of reform, following PRA U-turn
Zurich builds up capital buffers
Insurer edges toward over-capitalisation on its own measures
Hong Kong prepares boost to equity derivatives booking
Proposed revamp of large exposure limits would allow netting to reduce capital charges
Degree of influence, 2016: capital matters
Capital, liquidity and XVAs are still the core of quantitative research in banking
Internal model use may decline under FRTB, banks say
"The jury is still out on whether internal models are worth the effort" – HSBC's Jenkins
The future of risk data management
Sponsored webinar: FIS
Addressing the shortcomings of current multi-asset class risk analytics across the buy side
Sponsored webinar: Axioma
KeyBank: Starting the day with a full picture of market and counterparty credit risk
Content provided by IBM
Banks find huge capital jump in FRTB impact study
QIS shows five-times increase under revised standardised approach to market risk
Liquidity risk management: Assessing and planning for adverse events
Content provided by IBM
Examining the current state and future direction of enterprise stress testing
Content provided by IBM
Best market practice for calculation and reporting of wrong-way risk
Content provided by IBM
How regulatory stress testing is shaping the future for banks
Content provided by IBM
Toward active management of counterparty credit risk with CVA
Content provided by IBM
