Basel Committee on Banking Supervision (BCBS)
Final FRTB is a game of give-and-take, say dealers
Relaxation in some areas of Basel market risk rules offset by harsher treatment in others
The drawn-out death of a standard IRRBB charge
For 23 years, regulators have been trying – and failing – to standardise banking book rates risk
Basel abandons plans for Pillar 1 rates risk charge
No standard charge for banking books, but souped-up Pillar 2 still worries critics
US regulators told to expect VM status change
Fed, FDIC and OCC told daily settlement of swaps will cut required capital
Cutting Edge introduction: No more shortfalls?
Academics develop expected shortfall backtest to compare standardised and internal models
Bond fears prompt RBI caution on liquidity ratio reform
Moving away quickly from a dual liquidity regime could be "self defeating", says regulator
Basel may soften trading book rules on emissions
Latest FRTB tweaks also include increasing granularity of commodity risk weights
Dealers warn of hit to Asia from short margin transfer times
Japanese firms and Isda call for T+3 for cross-border uncleared swap trades
Diversification benefit of operational risk
Torresetti and Le Pera explore the relevance of the diversification benefit from a theoretical and practical viewpoint
Banks try to copy Citi and UBS clearing leverage cuts
Tactic slashes exposure for FCMs, but could undermine lobbyists
CFTC quizzes clearing banks over leverage-cutting tactic
Billions of dollars in client margin have already been moved off balance sheet
Basel proposal to cause ‘huge problem’ for TLAC market-making
Proposal requiring banks to deduct holdings of other banks’ TLAC debt could restrict market-making
Basel op risk reform proposal expected to be delayed
Consultation on scrapping operational risk modelling is now expected in early 2016
FRTB may lead banks to take more risk, says Deloitte
Analysis shows some trading desks receive lower capital with stressed market risk charge
Basel Committee 'will move' to more sensitive leverage ratio
Regulators want to switch CEM for SA-CCR, conference told
Bafin's Hufeld: op risk modelling 'almost impossible'
AMA can go, but other models will stay, Felix Hufeld tells Risk.net
Fundamentally fraught: the chaotic last weeks of the FRTB
Quick fixes should have no place in a sweeping three-year reform project
Bafin's Hufeld: op risk modelling 'almost impossible'
AMA can go, but other models will stay, Felix Hufeld tells Risk.net
Basel Committee readies op risk and FRTB releases
Supervisors under pressure to finalise post-crisis reforms to capital rules
FRTB: the nightmare before Christmas
Unwanted gift will be delivered, say regulators, and only its size is up for debate
US regulators not backing down in leverage ratio stand-off
Yellen, Gruenberg and Curry offer no concessions to agriculture committee
Statistical spin may decide severity of trading book rules
Capital increase levied by Basel Committee could depend on use of mean versus median
US politicians renew push for change to leverage ratio
Agriculture committee ups pressure on Fed over client margin
Fears mount over CCP client porting
Shrinking pool of FCMs could undermine efforts to port client positions in a default