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.
European securitisation issuance is on the rise despite regulatory uncertainty over efforts to revive the market.
EU globally systemically important banks saw their highest rise in common equity tier 1 capital in Q3 2016 for two years, largely thanks to reductions in risk-weighted assets
With the finalisation of the Basel III framework having been delayed over output floor levels and with a new administration taking over in the US, speculation is rife over the future shape of the framework.
US globally systemically important banks are unlikely to gain much under the proposed Financial Choice Act when the extra levels of capital required are considered
Bank of England grants UK banks another two years to comply with capital standards designed to aid the resolution of failing banks.
European banks are likely to struggle with new IFRS-9 accounting rules, according to a European Banking Authority survey.