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Rabobank cuts back on ECL overlays

Improved backtesting performance reduces add-ons to allowances to lowest in five years

Ifrs 9Nternational financial reporting standards ifrsCredit riskLoan loss reservesModel calibrationModel riskIsk quantum

FRTB could put Indian banks at competitive disadvantage

Simplified approach could leave local banks with higher capital charges than foreign branches

Reserve bank of india rbiBasel committee on banking supervision bcbsMarket riskCapital requirementsBasel iiiCross border tradingP ampl attribution testEnsitivities based approach sbaSimplified standardised approachNternal models approach ima

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

VAR breaches trip up Citi, CS USA and two others in Q3

Comerica’s VAR multiplier ratchets up while Huntington’s remains at record high

United statesHuntington bancsharesSuisse united statesCredit suisseHuntington bancsharesNited states usAlue at risk varMarket riskMarket risk modellingStandardised approachesNternal models approach imaCapital requirementsProfit amp lossp amplIsk quantum

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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