Market risk modelling
Prop traders rebuffed by FCA on capital modelling
Non-banks may have to use tougher market risk approach than bank competitors
Asian privacy laws obstruct FRTB data pooling efforts
Bank scepticism and regulatory hurdles likely to inhibit cross-border information sharing
P&L test in FRTB may not work – research
Delays in approval and small data sets may doom internal model approach, research finds
Basel takes flak over FRTB impact assessment
Market participants say capital hit has been underestimated
HSBC shakes up risk analytics team
Internal memo attributes changes to increased demand for analytics
Europe’s banks fret over US stress tests
CCAR could expose weaknesses in capital planning at foreign banks