Regulation
Raising the bar on operational resilience
The FCA's operational resilience guidelines set clear expectations for how financial firms should strengthen their resilience against operational disruptions. But how are firms faring in meeting these goals?
Markets regulatory reporting system of the year: S&P Global Market Intelligence Cappitech
S&P Global Market Intelligence Cappitech has been awarded Markets regulatory reporting system of the year at the Risk Technology Awards 2023, highlighting the company’s commitment to meeting the industry’s needs in markets regulation
Goldman could face higher capital charge under Barr proposal
Plans to prevent G-Sib score window dressing would penalise all US systemic banks bar Citi
US regional bank casualties: the Fitch Ratings view
The rapid collapse of four US banks in March raised serious questions over risk management failures and regulatory blind spots. Christopher Wolfe and Olivia Perney of Fitch Ratings discuss the root causes of the problems in the US – and concerns…
Making banks investible again after this year’s turbulence
Following the failure of four US banks and the bail-in of Credit Suisse, panellists at Risk Live Europe discussed the market outlook and whether reform is needed
New developments in XVA: an inside view on bank strategy in a changing world
This webinar addresses market issues and explores banks' strategies for optimising capital efficiency, shedding light on how banks are adapting to changing regulation, how they minimise the impact of market volatility on capital requirements and how…
SEC plans ‘pose reverse-engineering threat to quant funds’
Managers say proposed disclosure rules would lead to less efficient markets
FMIs pose greatest challenge for operational resilience tests
Risk Live: Calls for large-scale industry exercises to plan what happens if major CCPs go down
Improving efficiency and your financial crime compliance programme
The financial crime landscape is constantly evolving, and organisations are facing increasing pressure to stay compliant with rapidly changing regulations and combat financial crime effectively. At the same time, organisations must balance the need for…
The case for modularity and interoperability
This report, produced by WatersTechnology and Broadridge, investigates the extent to which firms have optimized their entire trade lifecycles, the structure, challenges and interoperability of their front-office systems, and what they most value when…
Hedge funds’ use of barrier options comes under spotlight
Former traders say Glen Point CEO’s arrest highlights compliance gulf between funds and dealers
The tweet and the trust collapse: how banks can fall on a dime
In March’s market contagion, experts see lessons in the rapid erosion of confidence
Integrating ECL onto a stress testing platform: portfolio composition
This white paper produced by FRG addresses how to grow a portfolio that is internally consistent with a stress scenario.
Basel IV and the butterfly effect: a lesson in unintended consequences
This white paper delves into the impact of Basel III/Basel IV on the banking industry, explaining the increase in regulatory capital, reduction of free capital and decrease in profitability
Fed preps new white paper on cyber incident reporting
New proposals due on data capture after Fed dumps bid to use DFAST submissions
Model risk management is evolving: regulation, volatility, machine learning and AI
Thomas Oliver, head of model validation at Quantifi, explores how the model risk management (MRM) landscape is changing in response to geopolitical uncertainty, increased concerns over counterparty risk, rising interest rates and other related challenges
Decrypting crypto: understanding the requirements for successful institutional participation
Part 2 of this new white paper series continues to explore the adoption of cryptocurrencies within institutional markets.
Pricing in volatile markets and potential regulatory impact
A combination of volatile and turbulent prices, challenges for valuation and the introduction of the US Securities and Exchange Commission (SEC) Rule 2a-5 means data specialists are more essential than ever for investment firms
Market blocked in by volume caps on European DLT regime
Limited scope of pilot project risks holding back issuer and depository participation
ESG strategies special report
This Risk.net special report sponsored by SAS features a series of articles that reflect on the latest initiatives for consistent standardised global frameworks for measuring ESG, consider the methodologies investors are using to make measurable progress…
First Citizens closer to tighter rules after SVB deal
With assets more than doubling to $219bn, acquisitive bank flirts with category III designation
Behnam comments fan JSCC hopes for US client clearing
Japan clearing exec welcomes CFTC chair’s pledge to keep discussing OTC clearing status for non-US houses
Integrating ECL into stress testing platform: credit risk characteristics
This Financial Risk Group white paper, authored by Jonathan Leonardelli, director of business analytics, examines how credit loss in the expected credit loss process can leverage changes in the credit risk profile of a portfolio during a stress scenario.
Integrating ECL Onto A Stress Testing Platform: Scenarios
This white paper examines technological and methodological strategies to help to produce stress testing expected credit loss values that comply with IFRS 9 as well as CECL Standards for your financial institution.