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September 28, 2022
European version of CCAR is off the table, but more projections are likely to be modelled by regulator
September 22, 2022
Bankers don’t believe climate-adjusted risk-weights will enter EU prudential framework – not for now, at least
September 16, 2022
Lenders buttress provisions against unpredictable fallout from Russia's invasion of Ukraine
August 31, 2022
Some MEPs want to ease rules further than EC draft; others want return to undiluted Basel text
August 16, 2022
Hybrid approach for 2023 will see top-down models used to project net fee and commission income only
August 2, 2022
UK regulator’s push to improve model governance could tip non-cleared derivatives market into chaos
July 12, 2022
Crucial P&L test for internal models easier to pass if price swings are large, or desks poorly hedged
July 4, 2022
Banks say French presidency proposal would see PD floor slashed for sovereign bonds under IMA
June 29, 2022
Systemic lenders predict 34% lower hit to their loan books in latest DFAST exercise
June 7, 2022
The bank is the first of Canada’s big five to be bound by the floor as implemented in 2018