It never rains, but it pours. Just as banks in the European Union are preparing for a new test of the interest rate risk embedded in their banking books, the Basel Committee on Banking Supervision is ...

Against a backdrop of technological revolution, the credit risk frameworks within financial institutions’ risk infrastructures are being simultaneously used and analysed, and an overarching ...

The Options Clearing Corporation (OCC) is planning to implement new margin requirements in a third phase of an initiative aimed at safeguarding the options market from intraday risk. The new margin ...

Operational risk-weighted assets (RWAs) at three European Union banks saw double-digit increases to record highs in the first quarter. BayernLB reported €5.2 billion ($5.7 billion) in op RWAs at the ...

The loss of portfolio diversification benefits under new trading book capital rules will be a significant driver of increased ...

Royal Bank of Canada’s credit valuation adjustment (CVA) charges have increased by more than a fifth in the six months under the updated Basel III regime, inflating at a far brisker rate than at its ...

Member default simulation finds standardisation and porting could help in a crisis, and moots unscheduled repeat drill ...

Cusip Global Services’ licensing agreements with third-party data providers sit at the heart of an antitrust case in New York ...

The Norinchukin Bank’s operational risk charges jumped 54.1% in the three months to March 31, as Basel III’s new standardised computation parameters underwent their first annual reset.

S&P Global-owned IHS Markit has postponed the launch of a new credit default swap (CDS) index days before it was set to start ...

New machine learning algos can help corporate clients adjust hedging ratios, but tech’s effectiveness is limited by data quality, experts caution ...

Santander’s main US division began integrating the erstwhile Amherst Pierpoint’s trading book into its main market risk framework in the first quarter, a move that increased charges linked to the ...