Stressed value-at-risk (SVAR)

• Foreign exchange

Stressed VAR will hit forex options, dealers warn

Certain forex options and exotics penalised by Basel 2.5, including emerging market currencies and double no-touches

• 30 Aug 2012

• Basel Committee

Risk 25: Banks prepare for a low-RWA future

Weight loss: preparing for a low-RWA future

• 01 Aug 2012

• Market risk

Bye, robot: regulators rein in capital models

Bye, robot

• 04 Jul 2012

• Basel Committee

Credible capital: regulators prepare to tackle RWA divergence

Credible capital

• 05 Apr 2012

• Basel Committee

Basel 2.5 caused €200 billion jump in RWAs

European banks saw their RWAs leap at the turn of the year, as new trading book rules collided with the EBA's call to achieve a 9% capital minimum

• 03 Apr 2012

• Market risk

Beyond Basel 2.5: regulators prepare trading book review

Beyond Basel 2.5

• 02 Mar 2012

• Market risk

Ambition of Basel's trading book review has faded, sources say

Patchwork of risk measures - including standalone CVA charge - may be left intact

• 23 Feb 2012

• Awards

Credit derivatives house of the year: Deutsche Bank

Risk awards 2012

• 10 Jan 2012