Capital adequacy
Capital buffers needed to combat price bubbles, says Jarrow
Banks should carry extra capital to combat distortive effects of price bubbles, says academic
Fed’s outgoing CCAR chief defends stress tests
Timothy Clark rebuffs US Treasury recommendations; supports more transparency
Regulators struggle to balance global and local
Global banks merit global rules, but local banks can end up as collateral damage
In a bind: how CCAR constrains US bank strategy
Fed’s stress tests are forcing banks to cut loan portfolios and trading assets
PRA’s tough line on Pillar 2 disclosure divides lenders
Watchdog seeks to level playing field with public disclosure of total capital requirements
FDIC’s Hoenig warns on relaxing bank capital requirements
In letter to Senate committee, regulator claims big banks are less well-capitalised
Fed paper reignites debate on bank capital ratios
US industry association criticises official analysis suggesting optimal Basel ratios of up to 26%
Australia’s bank levy could squeeze TLAC drive
Issuing Tier 2 and senior unsecured debt will become more expensive for the top four banks in the country
Banks less stressed about CCAR
Fed’s 2017 stress test assumes 10% peak unemployment and sharp drop in commercial property prices
Insurers’ losses shine light on swaps accounting
FASB seeking to iron out swaps mismatches that hit MetLife, Manulife and others
The role of model risk in extreme value theory for capital adequacy
This paper studies the impact of model risk on EVT methods when determining the value-at-risk and expected shortfall.
New BoE stress tests will be tougher during economic upturns
Stress tests designed to move counter-cyclically with financial cycle
Banks call for collaboration with regulators on op risk models
Supervisors would benefit by learning about latest industry techniques
EBA 'abolishing' two-pillar Basel framework, critics say
New guidelines prescribe make-up of Pillar II capital add-ons for first time
Top 10 op risks 2015: long-duration scandals
Slow-moving investigations mean misdeeds will linger on
Stress tests and capital adequacy: the story so far
A review of Risk.net's coverage of stress tests and oversight
Fed reassures US banks on adverse scenario choice criteria
2015 stress test plans released with milder 'adverse' scenario
Insurers wary as Singapore revamps RBC rules
Proposed capital charges would force changes to product mix
Murray report emphasises competition concerns
Larger lenders have capital advantage, inquiry finds
Finding relationships between macroeconomic variables and losses
Multivariate analysis is a powerful tool for finding significant relationships between business environment and risk losses
Fed set to raise bar for US stress tests
As US regulators prepare to introduce new stress-testing requirements for medium-sized banks, the Fed warns that the largest are still struggling to meet existing standards – and the intent of future stress tests is likely to be dramatically different
OpRisk Top 100 Banks: how huge fines are skewing bank losses
Increasing spread of operational risk losses linked to fines in this year's survey of op risk at the world's 100 largest banks
Turning points: Nico Van Wayenbergh, GDF Suez Trading
GDF Suez Trading is already used to coping with financial rules that are soon to be extended to many more European energy traders. Its chief risk officer, Nico Van Wayenbergh, speaks to Gillian Carr
Paper of the year: JD Opdyke and Alexander Cavallo
Paper of the year: JD Opdyke and Alexander Cavallo