Regulation
New threats, old foibles prompt banks to switch GRC vendors
Op Risk Benchmarking: more than half of participants are reviewing or switching systems
EU banks set for 6.7% capital hike on output floor tweaks removal
Unwind of EU-specific transitional arrangements could suddenly inflate Tier 1 risk-based charges, EBA analysis suggests
Risk and compliance in a transforming Asia: accelerating change, regulation and technology
Risk and compliance frameworks are undergoing an intense period of change throughout Asia. Amid the response to the Covid-19 pandemic, increasing dependence on third parties, the prevalence of cyber attacks and a need to protect privacy, there are…
Identity verification solutions 2023: market and vendor landscape
This report analyses the current identity verification solutions landscape and examines the key market trends, regulatory drivers and vendor strategies shaping it
Goldman most threatened by Fed’s rejig of modelled capital charges
End of credit risk modelling and scaling up of SCB’s role could tip six US banks below minimum requirements
JP Morgan only bank set to benefit from Fed’s G-Sib review
Proposal to reduce ‘cliff effects’ would generate 10bp surcharge relief while four peers face higher requirements
AOCI reinclusion would push 10 US banks below capital requirements
KeyCorp, Truist and UBS Americas the worst affected by removal of paper-loss waiver
SEC rewrite of criteria for investor ‘group’ alarms buy-siders
Hedge funds fear it will freeze out activists and have chilling effect on everyday discussions
Zions model change reverses positive EVE projections
Estimated impact of interest rate shocks up to 17.7pp higher under adjusted assumptions
ALM banking after the crisis: stress-testing for more robust liquidity management practices
A panel of industry experts discusses a new age of depositor behaviour and the expected evolution of regulations in the wake of the ALM banking crisis. They share insights on achieving integrated approaches to ALM, as well as dynamic hedging strategies…
Automating regulatory compliance and reporting
Flaws in the regulation of the banking sector have been addressed initially by Basel III, implemented last year. Financial institutions can comply with capital and liquidity requirements in a natively integrated yet modular environment by utilising…
The changing face of credit portfolio management at banks
The final Basel III framework will require banks to rethink capital allocation and risk transfer strategies in light of new rules on calculating risk-weighted assets, increased emphasis on the standardised approach and a new leverage ratio. CPM will be…
Industry insights report: Compliant communications 2023
Global Relay's first industry insights report serves as a litmus test for market responsiveness to regulatory action for record-keeping and communications compliance
Op Risk Benchmarking: Inside the G-Sibs
New initiative scrutinises op risk measurement and management practices at the world’s largest banks
The AOCI elephant in the DFAST room
After March’s banking crisis, Fed stress tests should adopt harsher and wider ranging rate scenarios
Modelled RWAs diverge further from standardised at BNY Mellon
Gap grows to highest since 2019, pushing bank high above Collins floor
Easing the pressure of FRTB implementation
Recent US bank defaults have raised new questions over US FRTB implementation. But what impact would that have? Colleen Cosgrove of ActiveViam discusses the importance of FRTB, the implementation challenges ahead and how technology can help in the process
Bank regulatory reporting system of the year: Regnology
Regnology has been awarded Bank regulatory reporting system of the year at the Risk Technology Awards 2023, showcasing the company’s expertise in the world of market regulation
US G-Sibs face higher add-ons in Barr’s surcharge framework review
Fed vice-chair proposal to reduce ‘cliff effects’ could add between 40bp and 10bp to capital requirements
Raising the bar on operational resilience
The FCA's operational resilience guidelines set clear expectations for how financial firms should strengthen their resilience against operational disruptions. But how are firms faring in meeting these goals?
Markets regulatory reporting system of the year: S&P Global Market Intelligence Cappitech
S&P Global Market Intelligence Cappitech has been awarded Markets regulatory reporting system of the year at the Risk Technology Awards 2023, highlighting the company’s commitment to meeting the industry’s needs in markets regulation
Goldman could face higher capital charge under Barr proposal
Plans to prevent G-Sib score window dressing would penalise all US systemic banks bar Citi
US regional bank casualties: the Fitch Ratings view
The rapid collapse of four US banks in March raised serious questions over risk management failures and regulatory blind spots. Christopher Wolfe and Olivia Perney of Fitch Ratings discuss the root causes of the problems in the US – and concerns…
Making banks investible again after this year’s turbulence
Following the failure of four US banks and the bail-in of Credit Suisse, panellists at Risk Live Europe discussed the market outlook and whether reform is needed