Risk-weighted assets (RWAs)
FDIC’s Hoenig: don’t impose TLAC, let equity 'do its job'
FDIC vice-chair says TLAC should reflect individual bank business models
Basel plans modelling curb for billions in credit RWAs
Proposals clamp down on IRB approach that is “usually gamed pretty easily”, says FDIC’s Hoenig
Industry fears grow ahead of Basel IRB consultation
Biggest share of bank capital at stake as regulators take aim at credit models
The limits of the leverage ratio
Data from 30 European banks shows even 6% ratio would miss regulators’ stability target
From FVA to KVA: including cost of capital in derivatives pricing
Youssef Elouerkhaoui presents a general derivatives pricing framework including cost of capital
Credit portfolio manager of the year: Lloyds Bank Commercial Banking
Revamped CPM team plays key role in boosting sub-par returns
Dodgy discounts: DVA claims fly in cross-currency market
Derided pricing adjustment is being used to undercut competition, traders claim
Banks say multiple-point-of-entry firms gain TLAC advantage
No equivalent cap on aggregate buffer for G-Sibs that face resolution as single group
Bafin's Hufeld: op risk modelling 'almost impossible'
AMA can go, but other models will stay, Felix Hufeld tells Risk.net
Adios AMA: Basel proposal to bin op risk models worries banks
Firms doubtful about risk sensitivity of standardised replacement charge
Southern Europe securitisation markets thrown lifeline in EC plan
New rules ease treatment of ABS from countries with low credit ratings
Top 100 Banks: losses fall in 2014
OpRisk database sees loss figures improve
EU urged to go it alone on capital for securitisations
Basel group split over how to reflect European plans for 'simple' securitisations
Banks struggle to make strategy calls as rules pile up
Isda AGM: Interaction between some rules “very, very convex”, says Deutsche exec
Too many questions in Basel floor plans, industry claims
While standardised rules are being revised, banks say they can't make a call on floors
Capital hit from death of 0% sovereign weight 'not enormous'
Banks would have to raise equity equal to 0.7% of current levels, ESRB finds
Hit the floor: banks fear Basel curbs for capital models
Regulators argue a backstop is needed to avoid too-low modelled numbers
OCC’s Taylor: US creates ‘headroom’ for leverage rethink
Tougher leverage ratio in US prompts early review
Investors poised as banks weigh fixed-income spin-offs
Ultra-high-net-worth investors ready to sink $300 million into market-making revolution
Fed's Pykhtin: new risk measure less punitive than CEM
Capital benefits also remain intact for modelling banks, says Fed official
Hedge fund of the year: Chenavari Investment Managers
With around $1 billion deployed in capital relief trades and the same amount in direct lending, Chenavari has found a sweet spot for investors - but a danger area for regulators
Avoid one-size-fits-all capital approach, says Osfi’s Zelmer
Regulators have increasingly been pushing for less reliance on bank internal models, but Osfi’s deputy superintendent of the regulation sector, Mark Zelmer, thinks internal models have a place
CVA desks could struggle with Volcker correlation tests
Banks turn to lawyers for advice as CVA functions face tougher conditions than other trading desks