Articles by Steve Marlin
Regulators told to play greater role in cyber security
Companies can’t battle threats on their own, CFTC told
Banks look to repurpose credit risk models for IFRS 9
Dealers adapt capital models for new accounting standard, but shortcut has challenges
Nickel-and-Dimon: why bank CEOs loathe op risk capital
JP Morgan’s Jamie Dimon and ex-StanChart CEO Peter Sands are no fans of the RWA approach
Spike in bad loans raises scrutiny of P2P credit models
Jump in delinquencies at some lenders prompts questions over modelling practices, but firms stand by their approach
Basel gives local supervisors latitude to set ECL relief
Guidance for IFRS 9 and Cecl phase-in leaves local regulators to decide on calibration
Scrap ‘absurd’ op risk RWA framework, says Sands
Ex-StanChart chief exec advocates replacing current op risk capital framework with regulator-set buffer
Banks seek capital relief for ECL reserves
Capital rules fail to recognise risk-reducing effect of loss reserves, lenders say
R3 set to unveil blockchain for syndicated loan trades
Credit Suisse, US Bank and others to showcase results in March; no update on Digital Asset and JP Morgan project
Cyber is top op risk for 2017, say CROs
This year's Top 10 Operational Risks survey highlights sharp rise in geopolitical risk following Brexit and Trump election
Basel set to decide on capital relief for accounting changes
Phase-in to IFRS 9 and Cecl needed to avert "a dramatic overnight drop in regulatory capital", say auditors
Fed economist advocates combining internal models with SMA
SMA could act as a floor for calculating op risk RWAs, suggests Filippo Curti
Exclude internal stress tests from CCAR, says US auditor
GAO says internal tests weaken incentives for banks to create 'meaningful and severe stress tests'
Europe’s banks fret over US stress tests
CCAR could expose weaknesses in capital planning at foreign banks
Dodd-Frank reforms tipped to survive Trump presidency
Risk USA: speakers split on whether new administration will ease regulations
Banks: OCC guidance forced downgrade of healthy energy loans
Loans with low loss given defaults now considered impaired, lenders complain
Deutsche Bank faces op risk capital hit from DoJ fine
Bump to operational risk capital under SMA could be bigger than expected, experts warn
Big losses force banks to rethink energy lending
Unfunded loans and exposures to suppliers worry credit risk managers
Interview: US Treasury CRO on credit risk, Tarp and cyber threats
Ken Phelan stresses importance of credit risk management in key Treasury role
Credit veteran tackles opacity in peer-to-peer lending
PeerIQ CEO Ram Ahluwalia shines a light on the world of peer-to-peer securitisation
IMF's systemic risk findings called into question
Financial connectedness measure “not usually sharply aligned with systemic risk”, says Darrell Duffie
New accounting rules expected to hit US banks hardest
FASB’s Cecl rule could mean loss provisions for loans are three times higher compared with IFRS 9
Mind the Gaap: US banks brace for $50–100bn capital hit
New loan loss accounting regime could shrink US banks' Common Equity Tier 1 ratios by 25–50bp
Securitisation losses rattle peer-to-peer lenders
Marketplace lending hit by downgrades, legal worries and questions over structure of deals
Brexit spurs rethink of political risk at global banks
Some banks are reserving capital against political risks, such as Brexit