The Basel III Endgame reproposal accelerates timelines, narrows scope and expands flexibility in bank capital strategy. Learn ...

The Bank of England’s top banking regulator expects key differences in the global implementation of new market risk capital ...

What does the revised U.S. Basel III Endgame proposal mean for banks? Regulators signal lower capital requirements, but key ...

2018 was a year when certain jumbo-sized, data-heavy regulatory regimes finally smoothed out and settled down. Among the few that haven’t, the Basel Committee-driven Fundamental Review of the Trading ...

One thing that all banks have plenty of is data. But the challenge for all is how to make more effective use of the ever-increasing tidal flow of information inside and surrounding institutions.

The solution aims to help banks assess FRTB's impact on capital requirements both at the desk-level as well as for the bank as a whole. FRTB changes the way banks are required to calculate risk.

In the never-ending world of regulatory reform, even the rollbacks of unpopular rules can have unintended consequences, particularly as they bump up against other rules in the process of being ...

To hear the full interview, listen in the player above, or you can click on the download button in the player above. You can also listen to us on Spotify. This week, Eugene Stern, head of market risk ...

European technical standards on assessing risk factor modelability provide welcome clarity on which committed quotes are eligible for inclusion in the FRTB RFET. The draft rules stipulate quotes must ...

There are no silver-bullet solutions to the myriad challenges of FRTB. Numerix believes institutions should restructure and re-strategise not just for today, but with an eye on FRTB’s business impact ...