Capital requirements
ECB seeks end to capital carve-outs worth €130bn
On Thursday, eurozone bank supervisors will be asked to give up dozens of safe harbours
Q&A: the Bundesbank’s Andreas Dombret on small banks, big banks and shadow banks
Supervisors are “miles” from being able to monitor shadow banking risks, says financial stability head.
Too many questions in Basel floor plans, industry claims
While standardised rules are being revised, banks say they can't make a call on floors
Capital hit from death of 0% sovereign weight 'not enormous'
Banks would have to raise equity equal to 0.7% of current levels, ESRB finds
Basel will address leverage ratio threat to clearing
FAQ document to tackle treatment of segregated initial margin
What links Schumpeter, market structure and Basel III?
Regulators are hoping higher capital levels will translate into healthier markets
VAR limits: dislocations put focus on other lines of defence
Wild moves in the Swiss franc and US Treasuries blindsided VAR models
Hit the floor: banks fear Basel curbs for capital models
Regulators argue a backstop is needed to avoid too-low modelled numbers
CME fears futures clearing retreat
Leverage ratio could prompt FCMs to be more picky, warns CME's Sprague
Basel floors must be below 75% to preserve models, banks say
Regulators plan to floor modelled capital at a percentage of standardised approaches
KVA: capital valuation adjustment by replication
KVA are introduced to take into account the effect of capital on funding
Trends in risk management
Sponsored survey analysis: SunGard
US regulators grapple with proposed XXX captives fix
States concerned over use of ‘deregulatory' valuation approach
Hedge fund of the year: Chenavari Investment Managers
With around $1 billion deployed in capital relief trades and the same amount in direct lending, Chenavari has found a sweet spot for investors - but a danger area for regulators
In-depth introduction: Government bonds
Central bankers and supervisors want to break Europe's bank-sovereign feedback loop. Politicians don't seem so sure
Cutting Edge introduction: pricing the CVA doom loop
Pricing the CVA doom loop
Capital relief accounts for 70% of some CDS spreads, quants say
New research sheds light on implications of product's role as regulatory capital hedge
Bank of Japan raises ‘major concerns' over US foreign bank rules
Letter to Fed governor challenges proposed regulation of foreign banks on the basis of inconsistency with international standards and restrictive liquidity rules
Think locally, act locally: Anger over US plans for foreign banks
The Federal Reserve is planning a radical departure from traditional supervision by requiring the local offshoots of foreign banks to meet US capital and liquidity rules. Overseas banks are furious – and regulators are backing them publicly, amid fears…
Huge settlements overwhelm op risk models
Capital punishment
