US banks’ gains from internal model usage, in risk-weighted assets (RWAs) terms, are already limited, suggesting the Basel III output floor would have little practical impact even if implemented – and ...
Franklin Templeton dramatically shrunk its US dollar/yen foreign exchange options positions during the fourth quarter, after ...
Recent market moves driven by the ongoing Iran conflict have wiped out most remaining hedge fund positioning in the euro ...
Eight US banks that currently capitalise market risk would no longer be required to do so under the Federal Reserve’s Basel III endgame proposal, curtailing the reach of the Fundamental Review of the ...
US regulators may have done enough to incentivise the use of internal models to calculate market risk capital requirements ...
Hedge funds were stopped out of Australian dollar interest rate swap curve flatteners earlier in March after the conflict in ...
The People’s Bank of China’s decision to scrap its 20% foreign exchange risk reserve requirement has triggered a pick-up in short-term hedging activity among corporates, although dealers say the move ...
The Basel III endgame proposals published on March 19 would reintegrate accumulated other comprehensive income (AOCI) into regulatory capital for US regional banks, reducing aggregate capital by $49.5 ...
As the three US prudential agencies narrow their supervisory remits and shrink headcounts, both regulators and risk ...
The market context for TMFs, the drivers of TMF adoption, layers of the ICR architecture, stakeholder exposures and ...
Operational risk scenario analysis has existed for a long time. Why is it under more scrutiny now? Patrick Naim, Elseware: I ...
US banking regulators have abandoned the output floors they fought hard to include in the internationally agreed Basel III capital standards. The final package of post-crisis capital reforms endorsed ...
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