Basel Committee
Default risk floors threaten €72bn of RWAs in EU
Risk.net analysis finds PD floor would hit a swath of low-risk corporate loans at the biggest EU banks
Banks to ramp up credit risk if Basel scraps internal models
Lobbyists warn banks will add more high-yield debt if forced to follow standardised approach
European regulator hesitates on higher leverage ratio
EBA voices preference for 3%, but evidence backs Basel plan for G-Sibs
Basel plans would weaken leverage ratio
Adoption of 'risk-sensitive' SA-CCR will allow more leverage, argues FDIC vice-chair
Banks seek to counter FRTB internal model add-on
Parallel shifts and trading desk reshuffles mooted as fix for non-modellable risk factors
Cold comfort for dealers at crunch FRTB meeting
Banks and regulators make little headway on P&L variance test
FRTB packs bigger-than-expected capital punch
Industry study challenges regulators' estimate of a 40% capital increase
Japanese regulator defends risk-based capital rules
Shirakawa warns binding leverage ratio could harm banks' risk management practices
Bloomberg works with banks on FRTB data pool
Pooling market risk factor data could cut capital requirements
Basel Committee to amend leverage ratio calculation
CEM to be ditched, but regulators still considering treatment of client margin
Crying wolf on CVA?
Standardised approach will hit corporates – but it's not clear that capital will jump
Industry fears grow ahead of Basel IRB consultation
Biggest share of bank capital at stake as regulators take aim at credit models
The limits of the leverage ratio
Data from 30 European banks shows even 6% ratio would miss regulators’ stability target
BoE: leverage ratio carve-out needed for clearing
Collateral should cut exposure, says BoE, citing need to ensure "continuity" of clearing business
Clearing fees up for 60% of swaps users due to leverage ratio
Survey of US asset managers reveals higher costs and reduced access to clearing
The drawn-out death of a standard IRRBB charge
For 23 years, regulators have been trying – and failing – to standardise banking book rates risk
Basel abandons plans for Pillar 1 rates risk charge
No standard charge for banking books, but souped-up Pillar 2 still worries critics
Banks try to copy Citi and UBS clearing leverage cuts
Tactic slashes exposure for FCMs, but could undermine lobbyists
FRTB: the nightmare before Christmas
Unwanted gift will be delivered, say regulators, and only its size is up for debate
Statistical spin may decide severity of trading book rules
Capital increase levied by Basel Committee could depend on use of mean versus median
US politicians renew push for change to leverage ratio
Agriculture committee ups pressure on Fed over client margin
Pillar 2 'unlikely to cushion' trading book capital impact
Pillar 1 capital hike likely to outstrip any Pillar 2 add-ons, say dealers
EU 'five-year delay' to Basel op risk modelling axe
Scrapping op risk modelling in Europe could take five years, say lawyers
Adios AMA: Basel proposal to bin op risk models worries banks
Firms doubtful about risk sensitivity of standardised replacement charge