Capital requirements
The P&L attribution mess
FRTB model approval regime dogged by confusion and controversy
Banks fear FRTB internal model approval gridlock
UK regulator said to have concerns about the high volume of simultaneous approval requests
Doomed loop: Europe gets creative on sovereign bond risks
Political and prudential risks in huge bond-holdings force experts to consider new ideas
Opened interest: foreign firms eye China's rate swap market
However regulatory and operational challenges set to slow growth
Netting risks create pricing and operational headaches
Oversight of legal risks is not always robust
Regulatory miasma makes life difficult for Ocwen CRO
Op risk veteran Marcelo Cruz says firm faces “absurd” quantity of rules in US mortgage market
Brexit gives banks a taste of life without AFS bond filters
Liquidity buffer valuations now key concern during stress events
FCA asks prop traders about capital impact of sterling fall
Regulator seeks info on currency make-up of capital base, and capital adequacy
Banks told to seize moment to devise new op risk charge
Banks should “get clever and develop their own model” in response to SMA, says UK bank risk manager
Best newcomer: Capital Preferences
Its Economic Fingerprint product uses basic games to tease out a client's 'revealed preferences' in terms of their attitude to risk
Best risk analytics tool, Best stress testing product and Best overall product: The Analytics Boutique
OpCapital Analytics has been implemented at 10 institutions, including banks and insurance companies
Basel arbitrage warning leaves dealers guessing
Banks told to avoid trades that offset regulatory adjustments, but details are thin
Fed paper stirs debate on new operational risk charge
Researchers offer academic justification for Basel's standardised measurement approach
Weighing criticism of the SMA reveals a lack of balance
Operational risk managers are becoming unusually excitable, with some justification
NPLs to blame for lending drag, say regulators
Banks that have already increased capital are lending most, says EBA's Enria
Research on loss data backs up new Basel op risk charge
Study finds op risk losses can be scaled in the same way as tests on engineering models
Banks remodel issuance structures to combat TLAC
New subsidiaries set to dodge structured note issuance limitations
Capital buffers for CCPs ‘the way forward’, says CPMI chair
ECB board member Benoît Cœuré calls for minimum capital requirement and stress testing of CCPs
Euro regulators may look to cull internal credit risk models
Fewer models and higher capital requirements seen as likely outcomes of SSM review
Interview: ECB’s Benoît Cœuré on CCP capital and stress testing
"I would be very much in favour of the concept of a Pillar 2 for CCPs", says CPMI chair
Basel CVA bombshell widens gulf with bank accounting
Dealers face conflicting incentives and capital hike after internal models are blown away
Sympathy for the Dimon
A lack of confidence is hobbling bank stocks – and the implications go beyond valuations
Strong banks, weak stocks: should regulation share the blame?
Analysts say regulatory risk plays a part in weak bank valuations and wobbly prices
Internal model use may decline under FRTB, banks say
"The jury is still out on whether internal models are worth the effort" – HSBC's Jenkins