This piece is part of a series benchmarking bank model risk management practices. Risk Management subscribers can view ...

The European Insurance and Occupational Pensions Authority is facing accusations of double standards over its handling of an ...

Revisions to US capital rules underestimate correlations within loan pools and across CLO portfolios, some argue ...

The author suggests means for margin of conservatism type C quantification of overlapping one-year default rates and ...

The authors put forward a Bayesian clustering model for constructing homogeneous risk buckets directly from loan credit ...

Nomura is weighing whether to issue its own stablecoin, as the Japanese bank deepens its push into digital asset markets. For now, it intends to use stablecoins rather than mint one – but it has left ...

JP Morgan’s standardised capital calculation became binding for its Common Equity Tier 1 (CET1) ratio again in the second quarter, after the bank’s regulator-set risk-weighted assets (RWAs) rose by ...

Major UK lenders could see their aggregate leverage capital requirement fall by more than $9.4 billion under the Bank of England’s proposed overhaul of the leverage framework, according to a Risk ...

On July 8, users of Nasdaq’s Smarts software received an email. It said – not in these words – that the software had not been doing its job. That’s a problem, because Smarts has a big job. The ...

The authors asses to what extent generative artificial intelligence models can assist with high-level intraday ...

Data suggests most CCPs weathered the Iran-war disruption, but shock frequency is starting to bite ...

Clearing members have welcomed changes made by Hong Kong Exchanges and Clearing (HKEX) to the rates paid on posted collateral ...