NatWest's modelled market RWAs up 10% on RNIV backstop
Bank sees higher charges while it reworks VAR engine
Source: risk.net
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Top News In Internal Models Today - Breaking & Trending Today
As interest rates surge, bankers fret over last year's models
IRRBB modellers trying to predict client behaviour have little relevant data to fall back on
Source: risk.net
EBA to scrutinise banking book models amid macro turmoil
Banking regulator raises concerns as bankers doubt their IFRS 9 and IRRBB models
Source: risk.net
Modelled RWAs diverge from standardised at Wells Fargo
Gap between the two methodologies hits $152bn – its widest ever
Source: risk.net
Securitisation and capital requirements – a match (not) made in Basel? | Hogan Lovells
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...
Source: jdsupra.com