Capital Requirements Directive (CRD)
Nouy: Europe should keep 3% leverage ratio
SSM chair also wants to end rule opt-outs that make banks "look stronger than they really are"
Collateral makes the world go round
Sponsored feature: Clearstream
EBA warns banks to correct pension fund CVA ‘mistake’
Clearing test has to be met for CVA safe harbour to apply, lawyers say
CVA switchback will hit bank capital ratios, EBA says
One bank faces 3% hit to equity ratio if EBA proposals accepted
Back-office technology product of the year: KPMG
Risk Awards 2015: KPMG drew on UK tax reporting to deliver hit product
Corporate CVA exemption should be removed, says EBA
Short-term capital surcharge mooted in addition to longer-term reform
EU corporates ready for a fight over CVA exemption
Findings of EBA review to be discussed on December 5
How to spot a systemically important bank
A fixed set of weighted criteria can help pick out systemically important banks, according to the EBA
Credit exposure models backtesting for Basel III
The Basel Committee on Banking Supervision has introduced strict regulatory guidance on how to validate and backtest internal model methods for credit exposure. Fabrizio Anfuso, Dimitrios Karyampas and Andreas Nawroth incorporate these guidelines into a…
UK isolated as Germany retains bond volatility filter
Banks in other big EU states will be able to sidestep Basel III
Remuneration policy occupies hedge fund minds
The politics of pay
VAB’s Winter: Collateral rules risk derivatives and liquidity
Regulating collateral
PRA protects clearing from leverage ratio hammer-blow
Banks say leverage exposure "could be halved" after PRA acts to safeguard business
Pricing CDSs’ capital relief
Pricing CDSs’ capital relief
Banks could quit CCPs that miss Esma deadline
A world of confusion
KfW justifies exemptions from Emir
German government-owned development bank KfW managed to win an exemption from clearing and margin requirements under European derivatives regulation - a benefit not extended to its peers. Luke Clancy asks why
CCPs in Japan, Mexico, Singapore and US to jump through Esma hoops
Eleven CCPs say they will apply to Esma for approval – sparing European members a capital hit – but Canada's CDCC has no plans to go through the process
Barclays leverage explosion baffles experts
Regulatory specialists unable to explain jump in leverage exposure at UK bank - the incoming ratio lacks clarity, say critics
European power and gas liquidity hit by Mifid II fears
European energy traders say worries about the impact of Mifid II are chilling activity in longer-dated power and gas
The CVA helter skelter: European supervisors could quash exemptions
Europe’s credit valuation adjustment exemption was the outcome of a protracted legislative debate, but it may prove to be the end of a chapter, rather than the end of the story. As US banks protest and supervisors review the issue, a number of problems…
Backlash on the EU CVA exemption continues
The decision by European legislators to exempt EU banks from the CVA capital charge when trading with certain counterparties has infuriated regulators at home and abroad. Nick Sawyer discusses the issue with Duncan Wood
CVA exemption ignored in UK's capital shortfall exercise
Risk-weighted assets at Royal Bank of Scotland would have been £36 billion lower if exemption agreed earlier this year had been recognised
Bafin weighing CVA charge despite European exemptions
Supervisors ‘should accept the legislation that the council and the parliament in their wisdom have decided upon’, warns MEP
Bond investors attack 'disastrous' CRD IV rules on CoCos
Don't go CoCo