CapitalRSS

ECB aims to raise credibility of internal models

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.

European repo market may not be functioning properly

ICMA expresses concern over European repos and knock-on effects on smaller banks, insurance companies and pension funds.

Committee determined to finalise Basel III rules

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 ponders interest rate risks for banks

FDIC is concerned over impact of rising interest rates on the quality of bank loans.

Time to change Volcker Rule says BoA CEO

Bank of America CEO calls for Volcker Rule revisions

High leverage ratio not a cure for bank failures

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 biggest banks face capital shortfall

Three of Australia’s largest banks need to raise more funds to meet a 10% minimum common equity tier 1 capital (CET1) ratio.

BCBS

There is an upside to FRTB, despite the complexity

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.

Bank of England

Bank of England paper flags up mortgage concentration risks from standardised approach

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.

European securitisations rise as reforms stall

European securitisation issuance is on the rise despite regulatory uncertainty over efforts to revive the market.

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