Pillar 3
ECB sees slim gains, larger losses if EU tweaks Basel III
Staff paper says using parallel stack output floor would push up funding costs longer-term
EBA faces backlash over ‘green asset ratio’
Bankers reject proposed climate risk measure as flawed and even ‘dangerous’
The open data revolution in banking falls short
Lax Pillar 3 rules are leading to inconsistent data being collected
ING confident of capital target despite headwinds
Countercyclical capital charges push minimum capital requirement higher
A tech-driven transformation
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…
G-Sib leverage makeups differ by region
Median US G-Sib has higher share of exposure measure made up of derivatives and repo than EU peer
JP Morgan cuts op risk RWAs by $12.5 billion
Operational RWAs down to $387.6 billion from $400 billion in the second quarter
Over one-quarter of EU bank credit exposures overseas
Spanish banks exhibit highest level of overseas risk, Nordic banks the lowest
IFRS 9 transitional measures save Lloyds £572 million
Capital relief equivalent to 30 basis points uplift to CET1 ratio
Top UK banks slash CVA capital charges by £680 million
Hedging, market movements, and cuts to exposures behind reductions
Maltese insurers grapple with Pillar 3 requirements
Cost and time pressure of reporting obligation “most challenging” aspect
Insurers underestimating Pillar III reporting demands
Firms need technology solutions that can update in line with regulation
Insurance Risk Nordics: European supervisory culture needs to evolve
Authorities must adapt to challenge of Solvency II along with insurers
Solvency II: firms prepare for Pillar III scrutiny
Insurers prepare for greater disclosure under new reporting rules
Insurers urged to review data licence requirements
Negotiate with vendors now to secure best prices, say experts
Solvency II asset data formatting will breed ‘inconsistencies’
Insurers and asset managers warn of difficulties generating coherent data codes for alternative assets
National regulators to consult on additional insurer reporting requirements
Concerns national specific templates could lead to gold-plating and increased reporting burden
Insurers clamour for materiality guidance on Solvency II reporting
PRA claims it cannot offer advice until publication of Implementing Technical Standards
PRA U-turn on reporting in Solvency II guidelines implementation
Proportionality concerns remain as narrative reporting to be included in UK preparatory phase
Solvency II reporting dry runs reveal Pillar III challenges
As insurers begin to conduct dry runs of their reporting schedules in preparation for the various conflicting regulations coming into force, it is becoming clear just how difficult compliance is going to be. Clive Davidson reports
Extensive reporting guidelines in Solvency II interim measures 'will challenge insurers'
Eiopa says measures will help supervisors and insurers prepare for Solvency II
Insurers raise fresh concerns over Solvency II phase-in
Instability of capital framework should be reflected in plans for soft-launch
The forgotten pillars of Basel II
Forgotten pillars