Regulation
Modelled RWAs diverge further from standardised at BNY Mellon
Gap grows to highest since 2019, pushing bank high above Collins floor
Easing the pressure of FRTB implementation
Recent US bank defaults have raised new questions over US FRTB implementation. But what impact would that have? Colleen Cosgrove of ActiveViam discusses the importance of FRTB, the implementation challenges ahead and how technology can help in the process
Bank regulatory reporting system of the year: Regnology
Regnology has been awarded Bank regulatory reporting system of the year at the Risk Technology Awards 2023, showcasing the company’s expertise in the world of market regulation
US G-Sibs face higher add-ons in Barr’s surcharge framework review
Fed vice-chair proposal to reduce ‘cliff effects’ could add between 40bp and 10bp to capital requirements
Raising the bar on operational resilience
The FCA's operational resilience guidelines set clear expectations for how financial firms should strengthen their resilience against operational disruptions. But how are firms faring in meeting these goals?
Markets regulatory reporting system of the year: S&P Global Market Intelligence Cappitech
S&P Global Market Intelligence Cappitech has been awarded Markets regulatory reporting system of the year at the Risk Technology Awards 2023, highlighting the company’s commitment to meeting the industry’s needs in markets regulation
Goldman could face higher capital charge under Barr proposal
Plans to prevent G-Sib score window dressing would penalise all US systemic banks bar Citi
US regional bank casualties: the Fitch Ratings view
The rapid collapse of four US banks in March raised serious questions over risk management failures and regulatory blind spots. Christopher Wolfe and Olivia Perney of Fitch Ratings discuss the root causes of the problems in the US – and concerns…
Making banks investible again after this year’s turbulence
Following the failure of four US banks and the bail-in of Credit Suisse, panellists at Risk Live Europe discussed the market outlook and whether reform is needed
New developments in XVA: an inside view on bank strategy in a changing world
This webinar addresses market issues and explores banks' strategies for optimising capital efficiency, shedding light on how banks are adapting to changing regulation, how they minimise the impact of market volatility on capital requirements and how…
SEC plans ‘pose reverse-engineering threat to quant funds’
Managers say proposed disclosure rules would lead to less efficient markets
FMIs pose greatest challenge for operational resilience tests
Risk Live: Calls for large-scale industry exercises to plan what happens if major CCPs go down
Improving efficiency and your financial crime compliance programme
The financial crime landscape is constantly evolving, and organisations are facing increasing pressure to stay compliant with rapidly changing regulations and combat financial crime effectively. At the same time, organisations must balance the need for…
Hedge funds’ use of barrier options comes under spotlight
Former traders say Glen Point CEO’s arrest highlights compliance gulf between funds and dealers
The tweet and the trust collapse: how banks can fall on a dime
In March’s market contagion, experts see lessons in the rapid erosion of confidence
Fed preps new white paper on cyber incident reporting
New proposals due on data capture after Fed dumps bid to use DFAST submissions
Model risk management is evolving: regulation, volatility, machine learning and AI
Thomas Oliver, head of model validation at Quantifi, explores how the model risk management (MRM) landscape is changing in response to geopolitical uncertainty, increased concerns over counterparty risk, rising interest rates and other related challenges
Pricing in volatile markets and potential regulatory impact
A combination of volatile and turbulent prices, challenges for valuation and the introduction of the US Securities and Exchange Commission (SEC) Rule 2a-5 means data specialists are more essential than ever for investment firms
Market blocked in by volume caps on European DLT regime
Limited scope of pilot project risks holding back issuer and depository participation
First Citizens closer to tighter rules after SVB deal
With assets more than doubling to $219bn, acquisitive bank flirts with category III designation
Behnam comments fan JSCC hopes for US client clearing
Japan clearing exec welcomes CFTC chair’s pledge to keep discussing OTC clearing status for non-US houses
OK regulator? How AI became respectable for AML controls
Dutch court case pressures supervisors to accept new tech; explainability the key challenge
Penny stock case may hold key to SEC dealer definitions push
Court ruling could set precedent for legal battles over controversial proposal
OTC share of EU gas derivatives surges to 25%
Energy price cap may supercharge flight from ETDs and affect CCPs’ ability to manage risks, Esma warns