Basel III
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FRTB Is Here – Now It’s Up to Local Regulators
By Samuel Wilkes
February 25, 2019, Risk
The Basel Committee on Banking Supervision has finished with its Fundamental Review of the Trading Book, and local regulators must now give it …
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ECB Finds Leverage Ratio Constraints on Swaps Trading
By Louisa Chender
February 19, 2019, Global Investor Group
The leverage ratio may constrain swaps trading as it continues to play a key role in banks’ activity, a study finds.…
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Basel Haircut Floors Threaten Securities Financing Desks
By Samuel Wilkes
January 31, 2019, Risk
Disarming a bomb requires isolating the wire that connects the detonator with the explosive. Cut the right wire, and the bomb is safe. …
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Unmoved, Fed Stands by G-SIB Surcharge
By Joanna Wright
January 30, 2019, Risk
Like Tom Petty, the Federal Reserve won’t back down. The eight heavyweights of the U.S. banking system, joined even by the U.S. Treasury, …
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Banks Divided on Op Risk Approaches
By Louie Woodall and Abdool Fawzee Bhollah
January 28, 2019, Risk Quantum
U.S. and Australian banks favor the advanced measurement approach for calculating operational risk capital requirements more than their …
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Brexit Brings Opportunity to Revisit Capital Rules – BOE
By Louisa Chender
January 18, 2019, Global Investor Group
Brexit could create an opportunity for the U.K. to reduce capital burdens on its smaller firms, according to the head of …
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Basel Committee Finalizes Long-Awaited Market Risk Framework
By Mayra Rodriguez Valladares, MRV Associates
Originally published in Forbes
The Group of Central Bank Governors and Heads of Supervision (GHOS) approved today the Basel Committee for Banking Supervision’s revisions …
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Final FRTB Internal Model Rules Get Mixed Reviews
By Samuel Wilkes and Nazneen Sherif
January 16, 2019, Risk
The Basel Committee on Banking Supervision has lowered the hurdles for two key modelling tests in its market risk capital …
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Standardized Approaches Lose Out in FRTB Update
By Louie Woodall
January 15, 2019, Risk Quantum
Amends to the Basel Committee’s revised market risk framework would widen the gap between dealers using internal model and standardized approaches, according …
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Non-Banks Need to Be More Transparent About Their Leveraged Loans and Other High-Yield Exposures
By Mayra Rodriguez Valladares, MRV Associates
Originally published in Forbes
As part of its role to monitor systemic risks around the world, the Financial Stability Board (FSB) today released its …
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