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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

Taming the systemic risk Hydra: 10 years of mandatory clearing

Regulators, clearers and market participants reflect on a decade of the clearing requirement

United kingdomCity ofSouth koreaDaniel maguireGary genslerSuzanne spragueDavid baileySteven maijoorBob wassermanJerome kempGaspard boninSunil cutinhoPatrick pearsonVerena rossTimothy massadSingapore exchange

Bank of China issuance not sufficient to cover TLAC needs

Announced issuance still only a fraction of total bail-in debt needs for Chinese G-Sibs

Bank of china bocAgricultural bank of china abcIndustrial and commercial bank of china icbcChina construction bank ccbBank of communications bocommFinancial stability board fsbOtal loss absorbing capacity tlacMail inCapital requirementsDditional tier 1 at1 capitalSenior debtOmmon equity tier 1 cet1 capitalResolution regimesG sibsBasel iii

Basel III endgame expected to push PNC s RWAs up 3%

Forecast from US regional much tamer than increases expected by advanced-approach banks

Pnc bankJp morganBank of americaFederal reserveBasel committee on banking supervision bcbsNited states usNorth americaBasel iiiIsk weighted assets rwasCapital adequacyRisk weightsStandardised approachesInternal modelsCcumulated other comprehensive income aociRegional banksSystemic risk

Regulators FRTB estimates based on faulty premise—industry study

US market risk capital requirements could more than double if banks abandon IMA

Derivatives associationInternational swapsFinancial markets associationSecurities industryFederal deposit insurance corporation fdicFederal reserveOffice of the comptroller currency occInternational swaps and derivatives association isdaSecurities industry and financial markets association sifmaNited states usNorth americaBasel iiBasel iiiFundamental review of the trading book frtb

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