comparemela.com

Latest Breaking News On - Procyclicality - Page 1 : comparemela.com

EU clearing houses want global standard on procyclicality

CCPs fear Europe will adopt its own prescriptive rules despite ongoing international consultation

Spain
Brussels
Bruxelles-capitale
Belgium
Spanish
Manuel-ortiz-repiso
Rafik-mrabet
Dmitrij-senko
Matthias-graulich
Eurex-senko
European-union
Six-group

As banks limit FRTB model use, outputs get more volatile

Risk managers say selection of stress window becomes more sensitive if fewer desks are on IMA

International-swaps-and-derivatives-association-isda
Association-for-financial-markets-in-europe
Basel-committee-on-banking-supervision-bcbs
Europe
North-america
Frtb
Expected-shortfall-es-
Alue-at-risk-var-
Stressed-value-at-risk-svar
Trading-book
Covid

ECC default fund changes set to cut clearing member contributions

Stress loss over margin designed to ease procyclical behaviour seen during 2022 energy shock

Societe-generale
Franck-borgel
European-commodity
European-commodity-clearing-ecc-
Societe-generale
Bnp-paribas
Europe
Clearing
Learing-members
Default-fund-contribution
Default-funds

US takes scissors to repos. In Europe, it's not cut and dried

Stateside banks fear disadvantage over haircut rules that EU sees as not ready to implement

Basel-committee-on-banking-supervision-bcbs
Federal-deposit-insurance-corporation-fdic
Federal-reserve
Financial-stability-board-fsb
Hong-kong-monetary-authority-hkma-
Office-of-the-comptroller-currency-occ
Europe
Nited-kingdom-uk
Nited-states-us
Basel-iii
Capital-requirements

Market risk capital relief could cut charges at 13 EU banks

EBA says Covid-style measures could be considered to tackle energy crisis

European-banking-authority
European-union
European-commission
Risk-quantum
European-banking-authority-eba
European-commission-ec
Abn-amro
Pbva
Bnp-paribas
Caixabank
Ommerzbank

vimarsana © 2020. All Rights Reserved.