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False start: 13 EU banks miscalculate new GAR coverage metric

Unclear instructions, late guidance and poor font choices among reasons behind diverging interpretations from EBA’s template

Skandinaviska enskilda bankenIntesa sanpaoloSociete generaleBank groupRaiffeisen bank internationalEuropean unionEuropean banking authority onBanco sabadellEuropean banking authorityDanske bankDeutsche bankRisk quantumDisclosures delegated actImplementing technical standardsAbn amroBnp paribas

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

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

Tall order: why a unified op risk taxonomy is still elusive

Banks vary in how they classify operational risk losses – and regulators are in no rush to change the status quo

Basel committee on banking supervisionCarl linnaeusBasel committeeBanking supervisionAbn amroBasel committee on banking supervision bcbsDanske bankEuropean banking authority ebaOperational riskdata exchange association orxRaiffeisen bank international rbiOliver wymanBasel iiClimate changeLoss dataOperational riskRisk reporting

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

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