Total stock of NPLs hits €663 billion
Widening risk imbalances between eurozone member states threaten monetary union, says Italian regulator
Projected GDP decline for Spain, Ireland and Italy milder than during the credit crunch
The Fed is split on whether to apply a countercyclical buffer. But so is everyone else
A panel of experts explores how greater collaboration between risk and finance teams can garner significant benefits and add value, how technological innovation is making the regulatory landscape more complicated to navigate and produce transformative…
Standard-setter’s top staffer is moving on. He wants industry to do the same
Conduct losses account for most of $8.5 billion total. Data by ORX News
With their rise in popularity, warrant issuers must be on their guard at all times
In this paper, the authors propose a new methodology for modeling credit transition probability matrixes (TPMs) using macroeconomic factors.
Yet jumbo exposures to other banks dominate intra-system assets
Over 90% of top-rated US equity funds have betas greater than one
Ebbing income expectations would erode future capital ratios
UK banks will not be allowed to forget past misdeeds
The implicit constraints of Fundamental Review of the Trading Book profit-and-loss-attribution testing and a possible alternative framework
This paper presents the constraints embedded in the the profit-and-loss-attribution test and explores a possible alternative framework.
Survey and report: How banks can develop unified finance and risk solutions to drive innovation, operational excellence and productivity
“Unintended and unnecessary” splits in regulation damage financial markets, says FSA’s Ryozo Himino
Are lenders using risk-based pricing in the Italian consumer loan market? The effect of the 2008 crisis
This paper analyzes whether in Italy the price of consumer loans is based on borrower-specific credit risk.
Survey of 24 large Apac bank board risk committees shows dearth of risk managers