EU banks take conservative approach to calculate market risk
Lenders are opting for the standardised approach to calculate their capital requirements, rather than internal models.
Source: thebanker.com
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JP Morgan, BofA say Basel III plan could wipe out capital cushion
Banks forecast $82 billion cumulative hike in capital requirements from Fed proposals
Source: risk.net
Share of op risk modelling falls at European banks
Less than half of analysed dealers rely on the AMA, as introduction of new standardised approach looms large
Basel Committee On Banking Supervision Bcbs Eserve Bank Of India Rbi Abn Amro Banco Sabadell Bnp Paribas Crédit Agricole
Source: risk.net
Metro Bank bets the house on lending pivot
New portfolio will need to grow quickly to avoid squeezing net interest margins, say experts
United Kingdom United Kingdom Metro Bank Metro Bank Bank Of England Boe Prudential Regulation Authority Pra Nited Kingdom Uk
Source: risk.net
How operational risk managers won a battle and lost a war
Applying op risk capital to US regional banks is positive, but the SMA may not be fit for purpose
Deposit Insurance Corporation Federal Reserve Federal Deposit Insurance Corporation Office Of The Comptroller Currency Occ Federal Deposit Insurance Corporation Fdic Basel Committee On Banking Supervision Bcbs
Source: risk.net
Goldman most threatened by Fed's rejig of modelled capital charges
End of credit risk modelling and scaling up of SCB’s role could tip six US banks below minimum requirements
Source: risk.net
Internal models news and analysis articles
Latest Internal models articles on risk management, derivatives and complex finance
Source: risk.net
The strange effect of US clampdown on FRTB models
Ban on internal models for trading book default risk could provide some banks with unexpected capital relief
Federal Reserve Federal Deposit Insurance Corporation Fdic Office Of The Comptroller Currency Occ Basel Committee On Banking Supervision Bcbs Basel Iii On Modellable Risk Factors Nmrf
Source: risk.net
ING's market risk up 13% on higher SVAR
Q2 figures marked reversal of downward trend for modelled market RWAs
Source: risk.net
Banks slam zombie floors in Basel endgame proposal
US regulators double down on capital floors despite clampdown on internal models
Deposit Insurance Corporation Federal Reserve Federal Deposit Insurance Corporation Federal Deposit Insurance Corporation Fdic Office Of The Comptroller Currency Occ Basel Committee On Banking Supervision Bcbs
Source: risk.net