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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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BIS Updates Minimum Capital Requirements for Market Risk
By Jenna Lomax
January 15, 2019, Securities Lending Times
The Basel Committee on Banking Supervision (BCBS) has updated its minimum capital requirements for market risk, which replaces an earlier version …
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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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Basel Eases Capital Hit from New Trading Book Rules for Banks
By Huw Jones
January 14, 2019, Reuters
Revisions to global rules for bank trading books will result in a halving of the extra capital needed from January 2022 to cover …
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Non-Netting Status Denies Capital Boost for Chinese Banks
By Aileen Chuang and Blake Evans-Pritchard
January 10, 2019, Risk
China’s largest banks could reduce the capital held against derivatives counterparty credit risk by as much as a fifth, following …
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For U.S. Banks, Billions in Regulatory Manna
By Joanna Wright
January 9, 2019, Risk
2018 was a heady year for regulatory change in the U.S. Proposals came thick and fast, with some hawked as a helping hand …
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RBI Says Haste in Easing Norms for Banks Harmful to Economy
By Abhijit Lele
December 29, 2018, Business Standard
Rebuffing demands for easing regulatory norms for banks, the Reserve Bank of India on Friday warned that any haste in relaxing rules …
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China to Use Perpetual Bonds to Boost Banks’ Capital Adequacy
By Gabriel Wildau
December 26, 2018, Financial Times
China will encourage commercial banks to replenish capital by issuing perpetual bonds, offering a new tool for lenders facing pressure to improve …
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Post-Crisis Regulation Could Be ‘Detrimental’ for Repo and Sec Lending
By Maddie Saghir
December 17, 2018, Securities Lending Times
Post-crisis regulation requires further evaluation as it could be detrimental for repo and securities lending markets, according to a Global Financial …
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Basel Proposes Crack Down on Banks Inflating Capital Measure
By Huw Jones
December 13, 2018, Reuters
Large banks should make more detailed calculations for their leverage ratio from January 2022 to avoid giving investors misleading impressions about their core …
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