Risk-weighted assets (RWAs)
Japanese banks fear 20% TLAC increase
Recalibration of Basel risk weights raises fresh concerns over bail-in buffer levels
Credit portfolio manager of the year: BNP Paribas
Risk Awards 2017: Guarantees and insurance help French bank cut RWAs by €3bn – and limit use of CDSs
Lifetime achievement award: Yann Gérardin, BNP Paribas
Risk Awards 2017: Understated CIB chief helped build – and protect – today’s BNPP
Banks still fretting over softened US TLAC rules
Fed grandfathers existing debt, but leaves TLAC requirements largely unchanged
Clearers laud EC transition extension for non-EU CCPs
Absent the extension, OCC estimates extra $74 billion in RWAs for European members
FDIC’s Hoenig rounds on Europeans over Basel stand-off
Risk USA: Senior US regulator criticises focus on capital neutrality
US elections: whoever wins, Wall Street loses
Republican nominee is no fan of bankers and a Democrat Senate would block reform of Dodd-Frank
FCA asks prop traders about capital impact of sterling fall
Regulator seeks info on currency make-up of capital base, and capital adequacy
The FRTB data management challenge
Sponsored forum: Asset Control
European banks face steep op risk capital hike from SMA
Op risk accounts for 28% of US banks’ RWAs, compared with 12% at European banks
Unresolvable clearing houses pose ‘enormous risk’
CCPs, the TLAC and Basel III capital rules are all cause for concern, Minnesota Fed hears
FDIC’s Hoenig: don’t impose TLAC, let equity 'do its job'
FDIC vice-chair says TLAC should reflect individual bank business models
Basel plans modelling curb for billions in credit RWAs
Proposals clamp down on IRB approach that is “usually gamed pretty easily”, says FDIC’s Hoenig
Industry fears grow ahead of Basel IRB consultation
Biggest share of bank capital at stake as regulators take aim at credit models
The limits of the leverage ratio
Data from 30 European banks shows even 6% ratio would miss regulators’ stability target
From FVA to KVA: including cost of capital in derivatives pricing
Youssef Elouerkhaoui presents a general derivatives pricing framework including cost of capital
Credit portfolio manager of the year: Lloyds Bank Commercial Banking
Revamped CPM team plays key role in boosting sub-par returns
Dodgy discounts: DVA claims fly in cross-currency market
Derided pricing adjustment is being used to undercut competition, traders claim
Banks say multiple-point-of-entry firms gain TLAC advantage
No equivalent cap on aggregate buffer for G-Sibs that face resolution as single group
Bafin's Hufeld: op risk modelling 'almost impossible'
AMA can go, but other models will stay, Felix Hufeld tells Risk.net
Adios AMA: Basel proposal to bin op risk models worries banks
Firms doubtful about risk sensitivity of standardised replacement charge
Southern Europe securitisation markets thrown lifeline in EC plan
New rules ease treatment of ABS from countries with low credit ratings
Top 100 Banks: losses fall in 2014
OpRisk database sees loss figures improve
EU urged to go it alone on capital for securitisations
Basel group split over how to reflect European plans for 'simple' securitisations