Basel 2.5
Asia lukewarm on European banking asset sell-off
Left on the shelf
Ambition of Basel's trading book review has faded, sources say
Patchwork of risk measures - including standalone CVA charge - may be left intact
RWA probe could cut modelling flexibility, says new Basel chief
A stricter approach to the modelling of bank capital is "high likely", as a result of concerns that risk-weighted asset numbers are too divergent
Del Missier: "status quo won't work" for long-dated trades
Dealers will have to change the way they approach long-dated derivatives business, says Barclays Capital’s Jerry del Missier
Basel 2.5: US ratings workaround criticised
Workaround woes
Cutting Edge introduction: risky contributions
Risky contributions
Top CROs worry about Basel III consistency
A new research report published this month by Risk reveals that CROs at the world’s largest banks are worried about the consistency of Basel III rules
Use of OECD ratings in US market risk proposals questioned
Country risk classifications "are not sovereign ratings" says OECD. US regulators last month proposed using them as an alternative to external credit ratings
Credit derivatives house of the year: Deutsche Bank
Risk awards 2012
Basel 2.5: US ratings workaround too punitive, banks complain
Basel 2.5: US ratings workaround too punitive, banks complain
Basel 2.5 prompts flurry of asset sales and risk transfer deals
The profits of imbalance
Derivatives will be more lucrative in 2012: Risk.net poll
Respondents expect to make more money from derivatives this year, despite the ongoing eurozone crisis and regulatory change
Asia Risk 2011 interdealer rankings: Dealers
The eurozone crisis has been the main driver of Asian markets in recent months, and with concerns about a possible break-up of the euro growing, end-users have been reluctant to invest. In what has been a tricky environment for dealers, market…
Risk software survey 2011
Compliance is key
Profile: OCC's Walsh on Volcker rule leaks, Dodd-Frank divergence and bank capital
From the ridiculous to the sublime
Review of 2011: collateral, capital and chaos
Collateral, capital and chaos
OCC seeking change to rating ban in Dodd-Frank, reveals Walsh
Banking regulator talking to Congress about altering the Dodd-Frank Act to allow a limited use of credit ratings
Financial institutions plan to increase risk and trading IT spending in 2012
Just over 60% of respondents plan to up their technology spend next year, with market risk systems the main beneficiary