Risk-weighted assets (RWAs)
Credit risk models can dodge procyclical bias – Fed adviser
Excluding some metrics makes A-IRB retail portfolio risk model more stable
Capital rules may be too risk-sensitive, Basel fears
Complexity is slowing roll-out of standards, says Basel Committee deputy
Credit Suisse seeks capital relief for resolution unit
Finma to rule on whether divesting businesses can reduce op risk RWAs
Repeal CEM; reform SA-CCR
Capital framework hurts clearing resilience, Citi execs argue
No safety net: EU urged to accelerate bail-in buffers
Without MREL or TLAC, governments are at mercy of private buyers for failed banks
Focus on Basel output floor calibration misses the point
Until all the final standardised approaches are known, the floor has little meaning
Basel capital floor faces credit risk eclipse
Impact of capital floor depends on new credit risk rules and changes to treatment of provisions
US learns to play the Basel game
Mnuchin report marks a US regulatory shift – from leadership to gamesmanship
Basel opts for aggregate bank capital output floor
Banks will have more flexibility on use of internal models, but calibration still undecided
China TLAC uncertainty frustrates capital planning
Banks face $1 trillion issuance crunch if regulators take too long to define bail-in debt
Nickel-and-Dimon: why bank CEOs loathe op risk capital
JP Morgan’s Jamie Dimon and ex-StanChart CEO Peter Sands are no fans of the RWA approach
Scrap ‘absurd’ op risk RWA framework, says Sands
Ex-StanChart chief exec advocates replacing current op risk capital framework with regulator-set buffer
Banks seek capital relief for ECL reserves
Capital rules fail to recognise risk-reducing effect of loss reserves, lenders say
EBA call for simpler IFRS 9 phase-in applauded
Lawmakers aim to fast-track IFRS 9 rules in the revised Capital Requirements Regulation, but are also urged to clarify them
Japanese banks fear 20% TLAC increase
Recalibration of Basel risk weights raises fresh concerns over bail-in buffer levels
Credit portfolio manager of the year: BNP Paribas
Risk Awards 2017: Guarantees and insurance help French bank cut RWAs by €3bn – and limit use of CDSs
Lifetime achievement award: Yann Gérardin, BNP Paribas
Risk Awards 2017: Understated CIB chief helped build – and protect – today’s BNPP
Banks still fretting over softened US TLAC rules
Fed grandfathers existing debt, but leaves TLAC requirements largely unchanged
Clearers laud EC transition extension for non-EU CCPs
Absent the extension, OCC estimates extra $74 billion in RWAs for European members
FDIC’s Hoenig rounds on Europeans over Basel stand-off
Risk USA: Senior US regulator criticises focus on capital neutrality
US elections: whoever wins, Wall Street loses
Republican nominee is no fan of bankers and a Democrat Senate would block reform of Dodd-Frank
FCA asks prop traders about capital impact of sterling fall
Regulator seeks info on currency make-up of capital base, and capital adequacy
The FRTB data management challenge
Sponsored forum: Asset Control
European banks face steep op risk capital hike from SMA
Op risk accounts for 28% of US banks’ RWAs, compared with 12% at European banks