Regulators
Expanding modelling ops for extending datasets
Risk Technology Awards 2021
OTC derivatives clearing: no turning back
Clearing advocates have plenty of reasons to feel optimistic about the future
It’s time to call time on leisurely disclosures by CCPs
When clearing houses falter, markets should not be kept in the dark for months on end
Operational resilience 3.0 – Unlocking potential and elevating response
In a Risk.net webinar convened in collaboration with Fusion Risk Management, an expert panel delved into best practices for businesses to elevate systems to the next level of prediction, preparation and protection
G-Sib regime: something’s broken
US banks are taking the Fed for a ride – it’s time to address the issue
Sunil Cutinho on CME’s crisis performance
Maverick clearing house boss dismisses the need for anti-procyclicality tools imposed by regulators
Nomura understated VAR capital charges by 13% in H2 2020
VAR RWAs should have been ¥122 billion higher than originally stated at end-December
Tackling the Basel III SCRA data challenge
Fitch Solutions examines how a more granular and sensitive approach to credit risk under 2023 Basel III updates will increase the quality of counterparty assessments, but create additional compliance costs for banks
Unlocking the potential of a firm-wide and systematic approach to operational resilience
This webinar explores best practices in response to regulatory policy and supervisory guidance, offering practical approaches to achieve a mature and robust operational resilience programme
Initial margin – Special report 2021
With many phase five firms in limbo, this special report assesses the issues and key challenges involved, and reveals the changing strategies of firms in meeting their IM responsibilities
JP Morgan, BofA face higher G-Sib surcharges
Both banks could face an extra 50 basis points of capital add-on without remedial action
Banks fear Fed crackdown on AI models
Dealers say agencies’ request for info could prompt new rules that stifle model innovation
SOFR alternatives remain on track despite regulatory warnings
Pointed criticism from FSOC has done little to dampen interest in credit-sensitive rates
Quantum trading and the search for the perfect clock
Government push to overhaul satellite technology could improve time-stamping accuracy for trading firms – and for regulators
The Libor replacement stakes: runners and riders
Credit-sensitive rates Ameribor and BSBY nose ahead of Ice, Markit and AXI; regulators keep watchful eye
Quantum computing experts voice explainability fears
Risk Live: big speed-ups for quantum-powered models could prompt bigger questions from regulators
Libor Risk – Quarterly report Q2 2021
The countdown to Libor's demise is officially under way. If a recent jump in Libor usage is anything to go by, regulators face a Herculean task prising dollar markets off the discredited rate by year-end. The mission is complicated by huge swathes of the…
Deutsche leads eurozone banks on exempted exposures
German bank increased central bank reserves currently excluded from leverage ratio the most in Q1
US unit of BBVA on the brink of a VAR breach in Q1
Largest loss-to-VAR ratio at the firm was highest among the 12 intermediate holding companies
Market fragmentation – The impacts of multiple rates and conventions
A forum of industry leaders discusses key developments in benchmark reform, and the strategic, operational and technological challenges involved in Libor transition
FCA tells asset managers to challenge companies on climate
A few serious attempts to change behaviour beats lots of shallow attempts, says UBS’s investing arm
Swipe left: repo reporting no match for Brexit, or collateral
A happier start than Emir, but SFTR honeymoon is over now that trades report separately in UK and EU
FCA unfazed by ‘inflated’ sterling Libor swaps trading
Regulator says high volume of new Libor swaps traded since April 1 is linked to risk reduction
Basel playing catch-up on climate risk, say experts
Individual regulators have already gone further in encouraging transition