Credit risk
EBA: Common credit risk definitions vital
European regulators have overhauled bank reporting standards to ensure comparability, with new Finrep and Corep templates to be rolled out from this month. The latest step has been to agree common definitions for forborne and non-performing exposures…
Finra bears down on complex structured products
Topping the regulator's list of priorities for 2014 is ensuring that US brokers make adequate enquiries before offering complex products to retail investors
Swedish insurers to suffer capital hit as regulator approves rule changes
Calls to delay December implementation fall on deaf ears
Cutting Edge introduction: systematic systematic factor models
Credit factor models tend to obscure the economics in favour of tractability – and this puts them at odds with rigorous arbitrage-free martingale pricing methods. To resolve this, quants are looking more closely at what a systematic risk factor actually…
Systematic risk factors redefined
Systematic risk factors redefined
Energy Risk Europe: Questions over benefits of CVA for energy firms
Lack of credit team or CVA desk might make use of measure counterproductive, panellists worry
Exposure under systemic impact
Exposure under systemic impact
Banks still battling with sales-driven culture, survey finds
Latest EY risk management survey finds risk culture questions remain
Malaysian banks face 20% capital surcharge from Basel III internal model switch
Basel III sovereign cap creates internal model headache for Malaysian banks
Can ECB draw a line under European banking fears?
Before the European Central Bank takes on its new supervisory role, a planned asset-quality review should ensure it is not walking into trouble. That’s if the process is thorough, of course, and untainted by political pressure – sceptics say that will be…
Economic woes and regulation add to VA hedging challenge
Jumping the hedge
Lois: credit and liquidity
Lois: credit and liquidity
UK annuity providers review credit risk strategies
Balancing act
Easy money: Mittelstand lending glut sparks credit risk fears
Picky in the Mittel
OpRisk North America: Regulator warns industry to get implementation of Dodd-Frank right
Implementation of Dodd-Frank Act raises op risk concerns, conference hears
OpRisk North America: Financial crisis has elevated status of op risk managers
Post-crisis, the value of op risk managers is clear, conference hears
Family offices find an appetite for credit risk
Family wealth funds are dumping hedge fund positions and taking control of their own investment decisions. But as some move into direct lending – to replace retreating banks – they face new risk management challenges. Peter Madigan reports
Central clearing: what obstacles remain for Asia?
Despite the deadline for introducing central clearing already passing, a number of questions are unanswered. Leading figures from around the region voice their concerns