Data aggregation
Compliance preparations amid uncertain rules
A forum of industry leaders discusses how banks will define individual trading desks under FRTB, whether BCBS 239 compliance projects can help banks meet FRTB risk data challenges, which model validation obstacles banks still face and other key topics
Risk.net podcast: DTCC’s Lind on FRTB, data pooling and NMRFs
As many as 70 banks globally could adopt internal model approach for market risk capital
Mifid II, RFQs and the future of Europe’s G-Sibs
The week on Risk.net, August 11-17, 2018
Regulators bristle at slow progress on BCBS 239
Three out of 30 banks compliant with six months to go; talk of capital add-ons for laggards
Banks struggle with BCBS 239 implementation
Only three G-Sibs fully compliant with all risk data and reporting principles at end-2017
Banks fear more trades will be caught in NMRF trap
“Many risk factors now will essentially look like NMRFs,” says North American bank’s risk manager
Regulatory and economic pressures argue for banks to embrace new approaches to technology
Video Q&A: Neil Dodgson, IBM Watson Financial Services
Trade data initiatives aim to unify regulatory reporting
Standardised data would improve systemic risk monitoring and save firms billions, say data engineers
Mifid data: hard to access, hard to use
Risk.net research shows four of 12 APAs and trading venues only provide information via other vendors
Global fragmentation looms in FRTB data pooling stand-off
Smaller banks unwilling to hand over localised trade information to data utilities
Banks make new push on FRTB’s P&L test
Industry calls for series of changes as regulators prepare new consultation, says Nomura’s Epperlein
FRTB: Delivering on the promise of data-driven insights
Content provided by IBM
A proven technology and exceptional service
Sponsored Q&A: NEX Regulatory Reporting
Managing and monitoring a single view of concentration risk
Content provided by IBM
Webinar: Solving the FRTB puzzle
Sponsored webinar: IHS Markit
Implementing and capturing value from BCBS 239
Sponsored forum: Intralinks
Losing the match: EU repo rules spark reporting fears
Repositories battling to improve matching rates for Emir trade reporting as SFTR looms
Consensus information and consensus rating: a simulation study on rating aggregation
This paper explores the aggregation of different single ratings to a ‘consensus rating’ to get a higher precision of a debtor’s default probability. It builds upon the methodology published by Grün et al, 2013 and Lehmann and Tillich, 2016.
Audio webinar: Implementing and capturing value from BCBS 239
Sponsored by Intralinks
Quant jobs at risk from tech advances
But humans and 'intelligent' computers a strong combination, hedge fund managers say
Fed to use CCAR to push BCBS 239 compliance
"The stick they're wielding right now is around CCAR," says SunTrust executive
Firms fail to unlock benefits of key risk indicators
Risk culture and data problems have besieged KRI programmes, say authors of new book
Bank data executives split on BCBS 239 sanctions
HSBC's Mavroudis says fines are likely; Mizuho's Alvarez sees a measured response