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Prop shops recoil from EU s ill-fitting capital regime

Large proprietary trading firms complain they are subject to hand-me-down rules that were originally designed for banks

European banking authority ebaUropean union euNited kingdom ukBalance sheetBroker dealerCapital requirementsApital requirements directive crdMarket riskEt stable funding ratio nsfrRincipal trading firms ptfsProprietary tradingNvestment firms regulation ifr

Basel s cherry-picking toughens IRRBB shock scenarios

European banks want higher outlier thresholds to offset higher confidence level in new standard

Basel committee on banking supervisionBasel committeeBanking supervisionBasel committee on banking supervision bcbsEuropean banking authority ebaAsset and liability management almBanking bookApital requirements directive crdConfidence intervalInterest rate derivativesNet interest incomeConomic value of equity eveBasel iii

EBA seeks to tighten up uneven prudent value adjustments

Regulator to consult ‘soon’ on changes to improve consistency of capital deductions

Marco crottiEuropean banking authorityRisk live europeEuropean banking authority ebaRudent valuation adjustment pvaCapital requirementsApital requirements directive crdFair valueOmmon equity tier 1 cet1 capital

EC to adopt NII outlier test within weeks

New IRRBB rules could come into force in early 2024; industry hoping EBA draft is softened

European commissionEuropean banking authorityEuropean commission ecEuropean banking authority ebaNet interest incomeApital requirements directive crdInterest ratesRisk reporting

Party s over as more banks drop internal models for market risk

At least three systemic banks in Europe intend to ditch IMA for capital requirements

Basel committee on banking supervision bcbsEuropean banking authority ebaTrading bookNternal models approach imaStandardised approachesCapital requirementsApital requirements directive crdOn modellable risk factors nmrfP ampl attribution testRisk managementRisk appetiteBasel iiiInternal modelsModel riskModel validationIsk weighted assets rwas

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