Europe
Mortgages, auto loans find a home in new EU securitisations
Esma listed 23 public STS securitisations as of July 1
Energy firms grapple with rising customer risk
A case study on developing dynamic risk-based customer screening
EBA data reveals disparities in LCR deposit-bucketing
Regulatory arbitrage concerns surface over classification of non-operational deposits
EU stress tests not as tough as financial crisis
Projected GDP decline for Spain, Ireland and Italy milder than during the credit crunch
Swaps counterparties spooked by Emir position pairing
Stumble on voluntary position reporting could undermine push to reform ETD regime
Fed turns up heat on dollar repo dodge
New liquidity rules for foreign banks’ US branches may be hard to stop, but can be softened
The BoE leverage ratio: welcome relief or regulatory arbitrage?
UK banks are reaping higher capital savings through the BoE's leverage measure
‘Bad banks’ through the ages
How Deutsche Bank’s latest resolution unit stacks up
Derivatives assets surge at eurozone hedge funds
Derivatives assets made up 16% of total hedge fund assets in March
Restructured Deutsche would be slimmest eurozone G-Sib
As of Q4 2018, the German bank was the third-largest systemic lender by leverage exposure
A tech-driven transformation
A panel of experts explores how greater collaboration between risk and finance teams can garner significant benefits and add value, how technological innovation is making the regulatory landscape more complicated to navigate and produce transformative…
IFRS 9: peripheral EU banks hold most impaired assets
Stage three assets make up 3.6% of all EU bank loans and advances
CCP margin buffers too big, research suggests
Procyclicality calculations should depend on expected spikes in volatility, argue Ice risk experts
EU banks’ credit risk estimates continue to fall
Mean average weighted corporate PD down to 2.24% from 2.61% in Q1 2018
Top CCPs’ liquidity pools hardly grow in Q1
LCH SA the only outlier as most clearing houses see cash, collateral and credit on hand shrink
Avoid floating rates on non-cleared repo – ICMA
€STR won’t be published until October, but its next-day publication will make settling complicated
Fewer banks to sell MREL debt – EBA
Lenders plan to attain more retail deposits and Tier 2 and AT1 instruments instead
Insurers’ CLO exposures are small, but growing
US insurer holdings hit $122 billion in Q4 2018
Mifid transparency regime snares illiquid bonds
Banks and lobbyists call on EC to remove emerging market bonds from real-time transparency
How to adapt a bank for MPE resolution strategy
Senior SRB official suggests what is needed to prove resolution entities can operate separately
CVA exemption in Basel III could save EU banks more than €18bn
Tweaks to op risk framework might reduce capital shortfall by €12.3 billion
