Basel Committee on Banking Supervision (BCBS)
FRTB data standards seen as threat to emerging markets
Need for 'real' prices will limit use of models, increasing capital burden
Crying wolf on CVA?
Standardised approach will hit corporates – but it's not clear that capital will jump
Dealers 'getting very creative' ahead of FRTB implementation
FRTB will force banks to rethink the structure of their businesses
Banks brace for assault course of FRTB implementation
Dealers face test of endurance to win model approval and avoid penal standardised charge
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
Banks seek capital pill for accounting headache
IFRS 9 loan loss provisions should be offset by reduction in capital, banks argue
Industry fears grow ahead of Basel IRB consultation
Biggest share of bank capital at stake as regulators take aim at credit models
Discarding the AMA could become a source of op risk
Basel Committee's "tantrum-like reaction" is not supported by evidence, say practitioners
Conference hears fierce criticism of Basel op risk plans
Op risk professionals pour scorn on SMA charge, but some bank experts speak out in favour
Op risk models still needed despite SMA, says regulator
Models “play an important role in quantifying risk”, says OCC's Beth Dugan
South African banks may pool quants to tackle FRTB
Senior trader fears banks don't have quant resources to meet FRTB deadline
Supporting a new approach to risk management
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Basel op risk plans 'not fit for purpose', say banks
SMA expected to raise capital charges, but lower standards in risk management
The limits of the leverage ratio
Data from 30 European banks shows even 6% ratio would miss regulators’ stability target
Accounting for KVA under IFRS 13
An accounting treatment for the economic effect of KVA in accordance with IFRS13
EU capital rules for energy traders not as bad as feared – PwC
Commodity firms can slash Mifid II capital charges by 40%, report finds
Bank data executives split on BCBS 239 sanctions
HSBC's Mavroudis says fines are likely; Mizuho's Alvarez sees a measured response
Banks collaborate on non-financial risk taxonomy
Operational risk practitioners from large banks working together on industry best practice
All you need to know about op risk in four letters
Processes, people, systems and external events are fundamental to operational risk management, says Ariane Chapelle
Clearing fees up for 60% of swaps users due to leverage ratio
Survey of US asset managers reveals higher costs and reduced access to clearing
Regulator consent to make or break BCBS 239 compliance in Asia
Local data laws clash with Basel’s risk data aggregation rules
Looser capital won’t ease bond liquidity – SNB’s Rime
Central banker calls for counter-cyclical leverage ratio and scrutiny of funds’ role
FSB’s Andresen: liquidity risks were underpriced pre-crisis
Top staffer at FSB addresses liquidity, bank risk data and securities financing risks in a wide-ranging interview
Liquidity stress test regime needs attention, say central bankers
DNB experts recommend improved market-wide and bank-specific liquidity stress tests