Basel Committee
FRTB implementation: key insights and learnings
Duncan Cryle and Jeff Aziz of SS&C Algorithmics discuss strategic questions and key decisions facing banks as they approach FRTB implementation
EU lawmakers consider extending FRTB deadline
European Commission policy expert says current deadline is too ambitious
Custodians could face higher Basel G-Sib surcharges
Data shows removal of cap on substitutability in revised methodology would hit four banks
MEP: Basel too slow to deal with clearing capital clash
Isda AGM: Swinburne criticises Basel’s lethargy on clash between leverage and clearing rules
Fears of fragmentation over Basel shadow banking rules
Step-in risk guidelines could be taken more seriously in the EU than in the US
OCC seeks leverage ratio relief as liquidity shrinks
85% of CCP’s volumes now short contracts on 20 biggest names, claims risk chief
Madness in the method: Basel grapples with G-Sib riskometer
Some experts warn the methodology to identify systemic banks could increase systemic risks
EBA plans reboot of FRTB’s P&L test
Authority will explore wider range of options than outlined in CRR text
Webinar: Solving the FRTB puzzle
Sponsored webinar: IHS Markit
EC gold-plating of FRTB raises risk of global divergence
Some interpret draft CRR II changes to NMRF framework as raising the bar for compliance
EU banks fear fresh blow on Basel credit risk capital rules
Possible revision to standardised approach would favour US banks for corporate exposures
Basel IV – a timeline
How Basel's plans to tighten control over banks' internal models have evolved since 2014
FRTB survey: banks fear high bar for P&L test
One bank expects all of its desks to fail the P&L attribution test
Basel still pushing for capital model floors
Bank treasurers call plan to underpin internal models with standardised floors “unmanageable”
EU could impose negative rate shocks via IRRBB rules
Banking Book Risk Summit: EBA guidance on shocks is “outdated”, says ECB official
Bank treasuries grapple with IRRBB data requirements
Banking Book Risk Summit: Data from recent zero rates era not a reliable behavioural indicator
Bankers confident on local adoption of Basel IRRBB rules
Risk USA: US, EU regulators expected to implement new framework consistently
FDIC’s Hoenig rounds on Europeans over Basel stand-off
Risk USA: Senior US regulator criticises focus on capital neutrality
BCBS 239: Data harmonisation heaven?
Sponsored webinar: Wolters Kluwer
FRTB – a timeline
Milestones in the development of the Fundamental Review of the Trading Book
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