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European regulators turn up the heat on IFRS 9 model overlays

After warnings from EBA and BoE, risk managers urge ‘soul-searching’ on post-model adjustments

International financial reporting standardEuropean banking authorityBank of england boeBasel committee on banking supervision bcbsEuropean banking authority ebaPrudential regulation authority praCredit riskCredit risk modellingIfrs 9Oss given default lgdModel riskPoint in timeRobability of default pdHrough the cycleNternal ratings based irb approachRisk management

Climate capital outlook unclear as EBA rejects green risk weights

European regulator suggests climate change must be factored into existing risk categories

European banking authorityBasel committee on banking supervision bcbsEuropean banking authority ebaDvanced measurement approach amaCapital adequacyCapital bufferClimate changeConcentration riskCredit riskCredit risk modellingInternal modelsNternal ratings based irb approachOss given default lgdMacroprudential supervisionMonte carlo simulationRobability of default pd

Weather, or not: is climate risk just part of credit risk?

Practitioners divided on whether climate risk can fit into existing credit risk weights

Basel committee on banking supervisionBasel committeeBanking supervisionBank of england boeFitch ratingsBasel committee on banking supervision bcbsAssociation for financial markets in europeNited states usCapital requirementsClimate changeIsk weighted assets rwasRobability of default pdOss given default lgdInternal modelsStandardised approachesCredit ratings

Metro Bank bets the house on lending pivot

New portfolio will need to grow quickly to avoid squeezing net interest margins, say experts

United kingdomUnited kingdom metro bankMetro bankBank of england boePrudential regulation authority praNited kingdom ukInterest rate riskInterest ratesInimum requirements for eligible liabilities mrelCapital raisingIsk weighted assets rwasInternal modelsNternal ratings based irb approachStandardised approachesTier 2 capitalMail in

Goldman most threatened by Fed s rejig of modelled capital charges

End of credit risk modelling and scaling up of SCB’s role could tip six US banks below minimum requirements

Common equity tierRisk quantumBank of americaBny mellonGoldman sachsNorthern trustJp morganMorgan stanleyState streetWells fargoFederal reserveNited states usBasel iiiCredit riskCredit risk modellingRedit risk capital

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