Regulation

Capital and RWA for European Banks

+0

Following on from my recent Capital Ratios and Risk Weighted Assets for Tier 1 US Banks article I wanted to look at the equivalent metrics from European Banks. Background One of the lessons learned from the Great Financial Crisis was that Banks were generally under capitalised commensurate to their risk exposure, leading to new Basel III regulations […]

Share
Category

The Dog and the Boomerang: in defence of regulatory complexity

+0

Joseph Noss and David Murphy

Share
Category

The FX Global Code

+0

The long-awaited global code of conduct for the FX market has been released.  The FCA have already published their statement which welcomes this code.  It has been openly championed by many organisations and is a significant leap in setting out guiding principles for the FX market.

Bill Hodgson interviewed Dave Sissens, Head of Industry Solutions and Partner at New Link Consulting, to find out what impact the FX Global Code will have on organisations and to get his views on how the industry will align themselves to the code.

Share
Category

Capital Ratios and Risk Weighted Assets for Tier 1 US Banks

+0

Following on from my recent Supplementary Leverage Ratio: Comparing US Banks article I wanted to look at Capital Ratios and Risk Weighted Assets (RWAs) published by the six largest US banks. Background One of the lessons learned from the Great Financial Crisis (GFC) was that Banks were generally under-capitalised for the risks they were exposed, leading to new […]

Share
Category

Supplementary Leverage Ratio: Comparing US Banks

+0

In my recent Basel III Leverage Ratio article I provided an introduction to this important new metric and today I will look at the Supplementary Leverage Ratio (SLR) disclosures published by the six largest US banks. Background An underlying cause of the global financial crisis was the build-up of excessive on- and off-balance sheet leverage in banks which apparently still […]

Share
Category

Trader Controls: Managing Risks and Maintaining Reputations

+0

Over the past two decades the Financial Services Industry has come under increasing scrutiny following a series of major incidents and within the trading arms of numerous major institutions.

Share
Category

“The Race is On” – Lloyd Altman quoted in Best Execution

+0

Dan Barnes’ April 22 article in Best Execution, “FinTech:RegTech: The Race Is On”, focuses on how the Reg Tech market provides the  right collection of solutions to help firms meet regulatory changes, challenges, and deadlines.BestEx-RED_HelvLt_600x138

Share
Category

Guest post: Why regulators should focus on bankers’ incentives

+0

Charles Goodhart

Share
Category

SA-CCR – Explaining the Calculations

+0

Background In March 2014, the Basel Committee on Banking Supervision published bcbs279, the Standardised Approach for measuring Counterparty Credit Risk exposures. SA-CCR replaces the current non-internal model approaches, the Current Exposure Method (CEM) of 1995 and the Standardised Method (SM) of 2005. The majority of banks currently use CEM as relatively few firms have Internal Model Method (IMM) approval […]

Share
Category

Unintended consequences: specialising in risky mortgages under Basel II

+0

Matteo Benetton, Peter Eckley, Nicola Garbarino, Liam Kirwi and Georgia Latsi.

Share
Category