Internal models method (IMM)
Fed's Pykhtin: new risk measure less punitive than CEM
Capital benefits also remain intact for modelling banks, says Fed official
In-house system of the year: Royal Bank of Scotland
A 30-fold increase in its computing grid, enabling coverage of 90% of the bank's derivatives business - a two-year overhaul of the counterparty risk framework at Royal Bank of Scotland wins this year's in-house system award
Risk USA: Regulators cannot hide from bank models, says Osfi’s Zelmer
Leverage-only approach would set prudential rules back 50 years, warns senior Canadian regulator
Basel III blues: US politicians push for new QIS
Basel III is losing traction. Already hit by implementation delays and a loss of support from senior policy-makers, some US politicians are now calling for a national impact study – mirroring developments that saw Basel II grind to a halt. Michael Watt…
Banks fear outcome as Basel Committee wraps up RWA review
Mending the RWA machine
Writing love letters to models
Love letters to models
Model foundations of the Basel III standardised CVA charge
Model foundations of the Basel III standardised CVA charge
Beyond Basel 2.5: regulators prepare trading book review
Beyond Basel 2.5
