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Banks look back in anger as FRTB revives 1990s risk test

Institutions bemoan need for parallel framework to measure portfolios’ sensitivities to market moves

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SA-CCR s sacrifice: who stands to lose from new capital rules

Risk.net research shows the potential for dealers to be left at a disadvantage to their foreign rivals

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A chilly reception for climate risk capital

Bankers don’t believe climate-adjusted risk-weights will enter EU prudential framework – not for now, at least

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EU Parliament creates multiverse of SA-CCR outcomes

Some MEPs want to ease rules further than EC draft; others want return to undiluted Basel text

Basel committee on bankingEuropean unionEuropean parliamentEuropean commissionBasel committeeCouncil of the european unionEuropean commission ecInternational swaps and derivatives association isdaBasel committee on banking supervision bcbsStandardised approach to counterparty credit risk sa ccrBasel iiiApital requirements directive crdInternal modelsCapital floorCounterparty credit riskModel risk

US banks Brexit gambit hit by EU cross-border ban

US firms trying to Brexit-proof their European operations could now be hit by CRD VI

United kingdomEuropean unionEuropean commissionBank of americaJp morganMorgan stanleyGoldman sachsBny mellonEuropean commission ecCouncil of the european unionEuropean parliamentClifford chanceApital requirements directive crdCross border tradingCapital requirementsBanking book

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