Articles by Catherine Contiguglia
Margin model keeps testing the limits of industry co-operation
Simm supporters say it is a work in progress, but more participants may slow that progress
EC umbrella plan dismays foreign banks
EU intermediate holding company proposal complicates legal entity structures and Brexit planning
Stretched margins: growing pains for Simm
The standard initial margin model could become more strained as its use expands in 2017
FCA urges progress on equivalency for derivatives trading
US and EU regulators should base recognition decisions on outcomes, not technical details
Giancarlo: March VM deadline is ‘massive challenge’
CFTC commissioner calls on regulators to address buy-side concerns if needed
UK banks under pressure to use IFRS 9 in stress test
Banks unable to calculate impairments under extreme scenarios must answer to regulator
IFRS 9 to drive regulatory capital volatility, experts warn
Banking Book Risk Summit: Expected credit loss accounting will be subjective and confusing
Industry friction on initial margin model backtesting
NFA said to have set 10-day standard; other regulators applying different approach
Industry faces crunch time on Simm enhancements
If the required new risk factors are not added on time, firms may face a more punitive look-up grid
EBA: small banks will be worst hit by IFRS 9
Standard approach banks disadvantaged by higher capital impact and implementation burden
Industry applauds 12-month Priips delay
Firms say Mifid alignment will minimise legal risks of key information documents
New EU prudential framework proposed for investment firms
Non-bank Mifid firms could be subject to liquidity rules for first time
European bail-in buffers may stretch market-making capacity
New Basel capital exemptions could be too small if all EU banks have to issue bail-in bonds
Tweaks to standard op risk method not enough, experts warn
Basel Committee to integrate insurance and divestitures, but SMA still lacks forward-looking approach
Priips delay unlikely even as pressure mounts
EC said to maintain the stance that firms can issue information documents without RTS
Lawmakers rush to double Euribor panel membership
Benchmark designated “critical” to stem departures and enable transaction-based methodology
Europe arrogant to reject capital increase, says lawmaker
Parliamentarian hits back at European Commissioner's criticism of Basel model floors
Regulatory fragmentation drives Basel RWA impasse
European Commissioner rejects model floors that US regulators have already imposed
Bankers fear confusion over Basel IRRBB disclosures
Differing discount methods and EVE approach will need explaining to investors
Banks under pressure to boost treasury risk oversight
Credit Suisse among banks that have expanded their second line of defence, conference hears
Negative Euribor erodes securitisation profits
Implicit floors in notes leave originators facing cost of negative rates on hundreds of tranches
Basel to allow IRB models for low-default portfolios
Impact studies showing significant capital increase prompted committee rethink
Margin rules push interdealer inflation swaps to clearing
Traders say 95% of the market now cleared, compared with 10% a month ago
EBA stress test shines light on interest income hedging dilemma
Non-maturing liabilities pose problems for banks' IRRBB hedge accounting