CapitalRSS

US agencies extend comment periods for SA-CCR and stress testing

US regulatory agencies have extended the comment period on the standardised approach for calculating the exposure amount of derivative contracts (SA-CCR) and on proposed changes to company-run stress testing requirements.

kobe

SA-CCR: The importance of integration

The steady rollout worldwide of the Standardised Approach for Measuring Counterparty Credit Risk, a revised rule under Basel III applied to calculate the exposure at default of derivatives, means banks need to consider how to integrate the standard into their overall regulatory approach. By Kobe Demuynck, regulatory reporting consultant for Wolters Kluwer’s Finance, Risk & Reporting business

US agencies find improvement in credit quality of large loan portfolios

The credit quality of large syndicated bank loan portfolios has improved according to the Fed, FDIC and OCC, but they warned that risks remain elevated in the leveraged loan sector

Dubai

Dubai’s banks adapt to tougher economic and regulatory environment

Tougher economic conditions and more intrusive supervision is forcing banks in Dubai to consolidate to preserve margins and profitability

Jeroen Van Doorsselaere

Basel shifts on FRTB, but banks still see compliance as challenging

FRTB has been finalised and though the revised framework contains some changes asked for by the industry, there were few surprises and banks did not get everything they wanted.

Lotte Adams

Is ring-fencing making UK banks safer?

This year sees measures coming into force in the UK, which stipulate that banks must ring-fence the more utility orientated side of their operations from their investment banking arms. Though the approach appears to increase safety, it could over the longer run cause some unintended consequences

PBoC cuts bank reserve ratio by 1%

PBoC cuts reserve requirements by 1% for banks to help sustain domestic economy and to ensure sufficient liquidity for the Chinese New Year celebrations.

US banks up to market volatility; CAMELS under review

Two US regulators have said that US banks can withstand market volatility, while one of them confirmed that CAMELS is to be reviewed.

Open banking rules hand edge to tech giants over banks

The EU’s Open Banking regime has handed an advantage to the big tech firms seeking to enter the financial services market, according to a survey published by digital bank, Pepper

Smaller UAE banks under regulatory pressure to merge

UAE market widely considered to be over-banked which is seeing regulators applying pressure on them to merge so as to help strengthen the financial system