Capital Requirements
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Leveraged Loans Echo Pre-Crisis Subprime Crash – BOE’s Carney
By Huw Jones
January 16, 2019, Reuters
Bank of England Governor Mark Carney on Wednesday likened the $2 trillion (£1.55 trillion) leveraged loan market to subprime mortgages that defaulted 10 …
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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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Regulators Rethink Volcker Overhaul to Solve Accounting Glitch
By Joanna Wright
January 14, 2019, Risk
U.S. regulators are considering whether to re-propose amendments to the Volcker Rule, to tackle industry alarm that a change intended to soften it …
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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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Regulators Demand Action on Rogue Market Risk Models
By Louie Woodall and Abdool Fawzee Bhollah
January 14, 2019, Risk
European supervisors have identified eight banks out of 49 assessed in a recent supervisory benchmarking (SVB) exercise as requiring …
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Tools to Blunt Credit Risk Popular at E.U. Banks. But Why?
By Louie Woodall
January 11, 2019, Risk Quantum
European banks are enthusiastic users of credit-risk mitigation tools, even though they seem to have no more than glancing effects on risk-weighted …
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E.U. Banks Punished Over Lowball Credit Risk Estimates
By Louie Woodall
January 10, 2019, Risk Quantum
European authorities judge that almost one in six banks included in a recent supervisory benchmarking exercise have flawed credit risk models that …
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Prop Firms Face Disproportionate Capital Rules – FIA EPTA
By Louisa Chender
January 10, 2019, Global Investor Group
The prop trading community will still face disproportionate capital rules under the European Council’s latest proposed text, the FIA European Principal …
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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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