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EU clearing houses want global standard on procyclicality

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

Bruxelles Capitale , Manuel Ortiz Repiso , Rafik Mrabet , Dmitrij Senko , Matthias Graulich , Eurex Senko , European Union , Six Group , International Organization Of Securities Commissions Iosco , European Commission , Committee On Payments , Basel Committee On Banking Supervision , Eurex Clearing , European Securities , Markets Authority , European Market Infrastructure , Basel Committee , Banking Supervision , Market Infrastructures , International Organization , Securities Commissions , European Commission Ec , European Securities And Markets Authority Esma , Basel Committee On Banking Supervision Bcbs , Committee On Payments And Market Infrastructures Cpmi , International Organization Of Securities Commissions Iosco ,

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 , North America , Expected Shortfall Es , Alue At Risk Var , Stressed Value At Risk Svar , Trading Book , Financial Crisis , Russia Ukraine Conflict , Standardised Approaches , Nternal Models Approach Ima , Isk Weighted Assets Rwas , Market Risk , Risk Factors , On Modellable Risk Factors Nmrf ,

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 , Learing Members , Default Fund Contribution , Default Funds , Initial Margin , Energy Derivatives , Russia Ukraine Conflict , Risk Management ,

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 , Nited Kingdom Uk , Nited States Us , Basel Iii , Capital Requirements , Debt Securities , Hedge Funds , Non Cleared Trades , Over The Counter Otc Derivatives , Prime Brokerage , Securities Lending ,

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 , Bnp Paribas , Crédit Agricole , Danske Bank , Deutsche Bank , Dz Bank , Erste Group , Ng Group , Intesa Sanpaolo , Kbc Group , Andesbank Baden Württemberg Lbbw , Groupe Bpce , Raiffeisen Bank International Rbi , Skandinaviska Enskilda Banken Seb , Alue At Risk Var , Nternal Models Approach Ima , Market Risk , Russia Ukraine Conflict , Capital Requirements , Isk Weighted Assets Rwas ,