Comprehensive risk measure (CRM)
Nordea’s IMA RWAs climb 11% in Q2
Relentless rise in VAR keeps pushing up bank’s market charges
Hedge funds eye actively managed synthetic CDOs
Active deals seen as “the next step” after last year’s revival of static CDOs
Basel floors must be below 75% to preserve models, banks say
Regulators plan to floor modelled capital at a percentage of standardised approaches
JP Morgan manipulated VAR and CRM models at London whale unit - Senate report
Trading book capital measures were at heart of efforts to free up traders and reduce capital
JP Morgan report confirms RWA reduction led to CIO loss
A misguided plan to reduce Basel 2.5 RWAs and a series of management failures combined to leave JP Morgan’s chief investment office with a $6 billion loss, the bank finds
Basel 2.5 behind JP Morgan’s CIO trading loss
Rehedging mechanism within the comprehensive risk measure allowed JP Morgan to reduce risk-weighted assets while increasing market risk, claim industry experts
JP Morgan and the CRM: How Basel 2.5 beached the London Whale
It’s the untold story of JP Morgan’s credit trading losses – how traders were able to reduce risk-weighted assets while loading up on risk, and the part played by Basel 2.5. Michael Watt reports
Responding to the eurozone crisis
The cutting crew
Writing love letters to models
Love letters to models
Beyond Basel 2.5: regulators prepare trading book review
Beyond Basel 2.5
Ambition of Basel's trading book review has faded, sources say
Patchwork of risk measures - including standalone CVA charge - may be left intact
Credit derivatives house of the year: Deutsche Bank
Risk awards 2012
Basel 2.5 prompts flurry of asset sales and risk transfer deals
The profits of imbalance