Revealed: the three EU banks applying for IMA approval
BNP Paribas, Deutsche Bank and Intesa Sanpaolo ask ECB to use internal models for FRTB
Source: risk.net
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No Canadian banks using internal models as FRTB kicks in
One bank still plans to adopt IMA after delays prevented it going live in January
Office Of The Superintendent Financial Institutions Fundamental Review Trading Book Financial Institutions Basel Iii Market Risk
Source: risk.net
Basel III endgame expected to push PNC's RWAs up 3%
Forecast from US regional much tamer than increases expected by advanced-approach banks
Pnc Bank Jp Morgan Bank Of America Federal Reserve Basel Committee On Banking Supervision Bcbs Nited States Us
Source: risk.net
Basel 3.1 Implementation in the UK: An Update on PRA Reforms | Skadden, Arps, Slate, Meagher & Flom LLP
On 12 December 2023, the UK Prudential Regulation Authority (PRA) published the first of two near-final policy statements on the implementation of revisions to the Basel 3 standards,...
United Kingdom European Banking Authority Meagher Flom United Kingdom Prudential Regulation Authority Transitional Capital Regime Interim Capital Regime
Source: jdsupra.com
Review of 2023: A hard road to a soft landing
Banks and regulators were caught in the crosswinds of the fight against inflation
Source: risk.net
Climate capital outlook unclear as EBA rejects green risk weights
European regulator suggests climate change must be factored into existing risk categories
European Banking Authority Basel Committee On Banking Supervision Bcbs European Banking Authority Eba Dvanced Measurement Approach Ama Capital Adequacy Capital Buffer
Source: risk.net
Weather, or not: is climate risk just part of credit risk?
Practitioners divided on whether climate risk can fit into existing credit risk weights
Basel Committee On Banking Supervision Basel Committee Banking Supervision Bank Of England Boe Fitch Ratings Basel Committee On Banking Supervision Bcbs
Source: risk.net
Daily Financial Regulation Update -- Tuesday, December 12, 2023 | Paul Hastings LLP
December 11, 2023- The U.S. Department of the Treasury published a fact sheet entitled, "U.S. Department of the Treasury Actions to Prevent and Disrupt Corruption" following up...
Source: jdsupra.com
KBC takes €8.2bn RWA add-on post ECB model review
Regulatory intervention and share buyback contribute to sink bank’s core ratio to lowest point since 2016
European Central Bank Kbc Group European Central Bank Ecb Internal Models Ommon Equity Tier 1 Cet1 Capital Capital Buffer
Source: risk.net
Party's over as more banks drop internal models for market risk
At least three systemic banks in Europe intend to ditch IMA for capital requirements
Basel Committee On Banking Supervision Bcbs European Banking Authority Eba Trading Book Nternal Models Approach Ima Standardised Approaches Capital Requirements
Source: risk.net