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November 7, 2022
Bank sees higher charges while it reworks VAR engine
October 31, 2022
IRRBB modellers trying to predict client behaviour have little relevant data to fall back on
October 20, 2022
Banking regulator raises concerns as bankers doubt their IFRS 9 and IRRBB models
October 18, 2022
Gap between the two methodologies hits $152bn – its widest ever
October 13, 2022
The updated Basel III framework is the principal response of the Basel Committee to the global financial crisis. The updated framework makes wide-ranging changes to the perceived...
October 12, 2022
Americas banks expected to generate just 40% of RWAs using internal models, from 67% currently
October 10, 2022
Risk.net research shows the potential for dealers to be left at a disadvantage to their foreign rivals
October 4, 2022
Latest BCBS monitoring report shows four-fold increase over next seven years
October 3, 2022
Output floor could account for almost half the increase in Tier 1 capital requirements by 2028
September 29, 2022
Three-day move in TBA prices on June 9 triggered second-highest backtesting deficiency to date