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JP Morgan on course to escape Collins floor - Vimarsana News

JP Morgan on course to escape Collins floor

Published: May 15, 2023

Gap between standardised and modelled RWAs at its smallest since 2016

Source: risk.net
Related Topics:
Jp MorganRisk QuantumCommon Equity TierNited States UsIsk Weighted Assets Rwas Standardised ApproachesDvanced Internal Ratings Based Approacha Irb Internal ModelsDodd Frank ActStress Capital BufferG SibsCapital BufferCapital RatioCapital RequirementsOmmon Equity Tier 1 Cet1 CapitalCredit RiskMarket RiskRisk Based CapitalIsk Quantum
Banks find new uses for discarded FRTB models - Vimarsana News

Banks find new uses for discarded FRTB models

Published: April 24, 2023

Much-maligned IMA models are being upcycled and repurposed for internal risk management

Source: risk.net
Related Topics:
Basel Committee On Banking SupervisionBasel CommitteeBanking SupervisionFundamental ReviewTrading BookBasel Committee On Banking Supervision BcbsInternational Swaps And Derivatives Association IsdaAssociation For Financial Markets In EuropeInternal ModelsNternal Models Approach ImaEconomic CapitalNternal Capital Adequacy Assessment Icaap Capital RequirementsApital Requirements Directive CrdMarket RiskMarket Risk ModellingAlue At Risk Var Expected Shortfall Es On Modellable Risk Factors Nmrf P Ampl Attribution TestEnsitivities Based Approach Sba Risk Management
Model risk management is evolving: regulation, volatility, machine learning and AI - Vimarsana News

Model risk management is evolving: regulation, volatility, machine learning and AI

Published: April 5, 2023

Thomas Oliver, head of model validation at Quantifi, explores how the model risk management (MRM) landscape is changing in response to geopolitical uncertainty,

Source: risk.net
Related Topics:
United StatesUnited KingdomThomas OliverCredit SuisseSilicon Valley BankUnited Kingdom Prudential Regulatory AuthorityEuropean Union Targeted Review Of Internal ModelsPrudential Regulatory AuthorityEuropean UnionTargeted ReviewInternal ModelsWest Texan IntermediateFundamental ReviewTrading BookModel RiskArtificial IntelligenceMachine LearningTechnology And Data
RBI, ING's op risk charges inflated by AMA updates - Vimarsana News

RBI, ING's op risk charges inflated by AMA updates

Published: November 10, 2022

RWAs rise a combined €4.8 billion at the two banks

Source: risk.net
Related Topics:
Raiffeisen Bank InternationalEuropean UnionRisk QuantumKing GroupRaiffeisen Bank International Rbi Entral And Eastern Europe Cee Operational RiskOperational Risk CapitalOperational Risk DataOperational Risk ModellingDvanced Measurement Approach Ama Standardised ApproachesBasel IiiIsk Weighted Assets Rwas Capital RequirementsInternal ModelsIsk Quantum
Volatility pushed HSBC's modelled market risk up 37% in Q3 - Vimarsana News

Volatility pushed HSBC's modelled market risk up 37% in Q3

Published: November 9, 2022

Erratic markets in Europe and Asia blamed for $6.4bn increase led by VAR and SVAR-based charges

Source: risk.net
Related Topics:
Risk QuantumNited Kingdom UkAlue At Risk Var Stressed Value At Risk SvarIsk Weighted Assets Rwas Market RiskMarket Risk ModellingHistorical DataInternal ModelsNternal Models Approach ImaTrading BookIsk Quantum