The European Central Bank (ECB) aims to boost market confidence in the internal models used by banks to calculate risk-weighted assets, by reducing variability and potentially forcing some banks to carry more capital. By Justin Pugsley.
ICMA expresses concern over European repos and knock-on effects on smaller banks, insurance companies and pension funds.
The Basel Committee on Banking Supervision is still trying to finalise the Basel III framework amid European pushback and changes in key US personnel.
FDIC is concerned over impact of rising interest rates on the quality of bank loans.
Bank of America CEO calls for Volcker Rule revisions
Measures such as a high simple leverage ratio proposed in the Financial CHOICE Act would not prevent bank failures, according to a study conducted by Fitch Ratings
Three of Australia’s largest banks need to raise more funds to meet a 10% minimum common equity tier 1 capital (CET1) ratio.
Implementing the Fundamental Review of the Trading Book (FRTB) is undoubtedly a complex task for banks, but it could have a silver lining when it comes to data, and even reduce tensions between risk and trading desks.
The standardised approach for calculating risk weights might be incentivising smaller lenders to focus on high loan-to-value mortgages, says a Bank of England paper.