Risk reporting
Basel war on window-dressing may smooth liquidity, at a price
Changes to G-Sib charge could curb year-end repo volatility, but also cut balance sheet capacity
EC to adopt NII outlier test within ‘weeks’
New IRRBB rules could come into force in early 2024; industry hoping EBA draft is softened
Execution & process errors: banks try to get beyond blunderdome
Mistakes mean more data for reporting, models and scenarios. But do banks learn from them?
Power play: how geopolitics is shaping op risk at G-Sibs
Geopolitics is a top five fear for G-Sibs, but most banks lack specialist risk staff and classical tools
Sizing cyber: banks split on who owns and measures hack threats
G-Sibs split on risk modelling and management for IT disruption and infosec
Bank regulatory reporting system of the year: Regnology
Regnology has been awarded Bank regulatory reporting system of the year at the Risk Technology Awards 2023, showcasing the company’s expertise in the world of market regulation
US Bancorp, Citizens head for tighter ‘tailored’ standards
Banks on track for stricter capital and liquidity rules, while tiered US standards come under scrutiny
Fed preps new white paper on cyber incident reporting
New proposals due on data capture after Fed dumps bid to use DFAST submissions
SEC cyber rules risk creating web of confusion and costs
Proposals would require breach notifications, public disclosures and annual cyber assessments
After nickel-gate, Esma may seek data from more non-EU CCPs
Supervisor concerned lack of granular data on exposures could leave it flat-footed on LME-style risk events
Emir data may have exposed Archegos, but not in real time
Entity-level reports were limited to supervisors, leaving counterparty banks in the dark
EC set to phase-in consolidated tape rollout
Isda AGM: introduction will start with fixed income, then move to equities and OTC derivatives
Archegos revisited: the gaps in Credit Suisse’s story
Ahead of shareholder vote, former execs point to gaps in key report – raising new questions about accountability
Varying responses from defined benefit pension schemes as TCFD requirements come into force
Zoi Fletcher speaks to Simon Robinson, director of product management at Moody’s Analytics, about how the industry and DB pension schemes are responding to the TCFD recommendations
Net zero banks playing catch-up in ECB climate review
Banks that aim to align to Paris Agreement still fall short on climate disclosures
Nine in 10 EU banks reported flawed prudential data in Q2
Weeks after the quarter’s end, the ECB was still awaiting explanation on vast majority of data points flagged
Risk disclosures in annual reports: the role of nonfinancial companies listed on the Athens stock exchange
This study analyzes the risks disclosed by all nonfinancial companies listed on the Athens stock exchange by undertaking content analysis of their annual reports during the period 2005–11.
Hedge funds eye Brexit escape from Mifid reporting
UK tipped to diverge from Europe’s proposed reforms to fund manager rules
Covid-19 tumult prompts rethink of buy-side risk management
Buy-side risk survey: investment firms making changes to their risk reports, stress tests and concentration limits
Before and after the Covid-19 storm: buy-side risk survey
Wide-ranging survey reveals what worked and what didn’t in March – and what will change as a result
Banks stride towards BCBS 239 implementation
No G-Sib was non-compliant with any key data management principles