Capital requirements
CFTC quizzes clearing banks over leverage-cutting tactic
Billions of dollars in client margin have already been moved off balance sheet
Basel proposal to cause ‘huge problem’ for TLAC market-making
Proposal requiring banks to deduct holdings of other banks’ TLAC debt could restrict market-making
Fundamentally fraught: the chaotic last weeks of the FRTB
Quick fixes should have no place in a sweeping three-year reform project
Bafin's Hufeld: op risk modelling 'almost impossible'
AMA can go, but other models will stay, Felix Hufeld tells Risk.net
For a few dollars more: Japan banks tackle dollar/yen basis jump
Soaring cross-currency swap prices force dollar funding rethink
Modeling operational risk capital: the inconvenient truth
This paper shows that it is an "inconvenient truth" that the largest losses by banks are not firm specific.
Insurer of the year: Allianz
Solvency ratio sets benchmark despite conservative internal model assumptions
Coen: leverage ratio hit to clearing due to clashing mandates
Coen calls for greater parity between leverage ratio and clearing requirements
Paper of the year: JD Opdyke
New technique may help limit errors in AMA capital estimates
Reining in capital models is bad for risk management
AMA's likely demise is latest sign of worrying trend in bank capital rules
Southern Europe securitisation markets thrown lifeline in EC plan
New rules ease treatment of ABS from countries with low credit ratings
Dealers criticise Basel’s 'nonsensical’ CVA impact study
Tight deadline and limited portfolio makes measurement difficult
Dealers fret over Basel CVA revisions
Punitive standardised approach may replace modelling
UK banks won't face FRTB capital hike – BoE official
Policy expert says most trading risks already captured under Pillar 2 framework
Custodial sentence: G-Sib charge hits 'riskless' business
Treating custody deposits as wholesale funding increases risk, critics say
The rise of KVA: how 10 banks are pricing the capital crunch
Risk survey shows new add-on is gaining acceptance and could reshape the swaps business
Q&A: JFSA's Shirakawa on Basel III buffers
"Clarification is now urgently needed" on counter-cyclical buffers, says JFSA deputy commissioner
KVA losses would outweigh FVA – Risk survey
Respondents reveal huge gulf in pricing for generic swap
Banks attack proposed risk weights for specialised loans
EU lenders say both EBA proposals would distort capital requirements
Standardised approaches: the risks of reform
Comparing modelled and standardised capital may raise more questions than it answers
EU urged to go it alone on capital for securitisations
Basel group split over how to reflect European plans for 'simple' securitisations
US rules on foreign banks criticised by SRB’s König
Local holding companies are a “step in the wrong direction”, says European resolution chief
Q&A: Finma’s Branson on Swiss banks and the Swiss franc
CS and UBS have "reshaped and resized", but risk to Swiss economy needs to be cut further
Insurers must admit their systemic nature, says top regulator
IAIS and Bafin chair commits to ICS by 2016 although industry raises doubts