Risk Management

The Swing Away from Models

The Basel Committee on Banking Supervision has a busy few months ahead if it’s to achieve the ambition of global policy-makers to finish the latest round of measures before ...

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Internal Model Pushback

The Basel Committee’s efforts to increase the comparability of risk-weighted assets has gained momentum in 2016, but risk managers warn that simplifying the capital framework ...

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Standardised Shortcomings

Regulators hope to make capital calculations more transparent by limiting internal modelling, but the use of more standardised approaches could actually make the process ...

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Market at Risk

ISDA-led analysis suggests the FRTB could cause a capital hike of as much as 140%, and participants believe a failure to tackle concerns over internal model ...

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Interview: Thomas Hoenig, FDIC

“They Need More Capital” The concept of risk sensitivity has been central to regulatory capital requirements since the rollout of Basel II, but Thomas Hoenig, vice-chairman of the FDIC, says risk-based capital measures have flaws. The primary focus should be on the leverage ratio, he tells IQ: ISDA Quarterly – and he believes bank capital levels need to be stronger ...

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Asia-Pacific: Countdown to the AGM

As ISDA prepares to host its 31st annual general meeting in Tokyo, IQ: ISDA Quarterly considers a selection of the key issues that will be discussed. Implementation of

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The Basel III Timeline

Five years after the finalisation of Basel III, the effects of the new capital rules are being felt by banks. But some of the most significant changes are still to be ...

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Coming Full Circle

The Basel Committee has been considering a number of initiatives to make the Basel capital framework simpler and more comparable, including limiting the role of ...

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Basel’s Priorities

IQ: ISDA Quarterly talks to Basel Committee secretary-general Bill Coen about priorities for the year ahead

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