Risk-based capital
Fishing for Sifis: row over Nobel laureate’s risk model
Engle’s tool for ranking risky firms is one of many that are dividing industry, academics and regulators
A 10% leverage ratio does not justify waiving the Volcker rule
Former Fed manager Christopher Laursen warns against prop trading, even for well-capitalised banks
Japanese banks fear 20% TLAC increase
Recalibration of Basel risk weights raises fresh concerns over bail-in buffer levels
Insights into robust optimization: decomposing into mean–variance and risk-based portfolios
The authors of this paper aim to demystify portfolios selected by robust optimization by looking at limiting portfolios in the cases of both large and small uncertainty in mean returns.
Banks seek clarity on risk retention capital charges
CMBS issuers in dark about how much capital to hold against risk retention exposures
The limits of the leverage ratio
Data from 30 European banks shows even 6% ratio would miss regulators’ stability target
Video: RBC in Asia will lead to more sustainable insurance products
Asian countries moving towards more risk-based capital framework
Asian insurers recoil from structured products
Institutional and regulatory barriers blamed for poor take-up of derivatives by life companies
Insurers must admit their systemic nature, says top regulator
IAIS and Bafin chair commits to ICS by 2016 although industry raises doubts
The tensions behind Hong Kong's RBC compromise
Large and small firms take different views of best way forward
Hong Kong RBC proposals could lead to inconsistency – Axa Asia CRO
Proposals diverge from market-based approach
Gaps in US captive rules will slow reserve financing market
Capital charge uncertainty expected to affect first quarter activity
Conduct risk and PBR questions for Allstate CRO
CRO challenges at Allstate
Brazil applies for Solvency II equivalence
Regulator to introduce Orsa requirement and toughen governance rules in 2015
Regulators pine for the simple life
Prudential regulation is too complicated, the Basel Committee has conceded - but that does not mean it will embrace an all-powerful leverage ratio. By Duncan Wood
Unprepared insurers delay South Africa's risk-based solvency regime
Third quantitative impact study and economic impact study to be launched later this year
Insurance Sifis face bank-style supervisory regime
A suitable ploy?
Q&A: Stefan Walter on Basel III, RWAs, 'anti-American' rules and CVA
“It’s good to have hard deadlines”
Beware of too much faith in capital requirements, says NAIC
Beware of too much faith in capital requirements, says NAIC
Solvency II to cause regulatory arbitrage in Asia
A two-tier regulatory market could develop across Asian insurance sectors as Solvency II capital requirements for European insurers will cause them to lose out to domestic competition
Aussie insurers face new risk-based capital requirements
New explicit requirement for operational risk capital proposed for life and general insurance firms in Australia.
The liquidity gap
Regulators are increasing their focus on liquidity risk in response to the financial crisis, but there are questions about whether capital is an effective mitigant for liquidity risks and the nature of the relationship between liquidity risk and bank…
Breaking down the model
Brett Humphreys and Andy Dunn outline a method to help energy companies minimise potential model risk and thereby avoid costly errors in valuing deals.