Eight US banks that currently capitalise market risk would no longer be required to do so under the Federal Reserve’s Basel III endgame proposal, curtailing the reach of the Fundamental Review of the ...

US regulators may have done enough to incentivise the use of internal models to calculate market risk capital requirements ...

The Basel III endgame proposals published on March 19 would reintegrate accumulated other comprehensive income (AOCI) into regulatory capital for US regional banks, reducing aggregate capital by $49.5 ...

The People’s Bank of China’s decision to scrap its 20% foreign exchange risk reserve requirement has triggered a pick-up in short-term hedging activity among corporates, although dealers say the move ...

Hedge funds were stopped out of Australian dollar interest rate swap curve flatteners earlier in March after the conflict in ...

The market context for TMFs, the drivers of TMF adoption, layers of the ICR architecture, stakeholder exposures and ...

As the three US prudential agencies narrow their supervisory remits and shrink headcounts, both regulators and risk ...

HSBC North America, Mizuho Americas and US Bancorp may have to start capitalising credit valuation adjustment (CVA) risk under the US’s latest Basel III endgame proposal – a consequence of the size of ...

Hedge funds worried by CCP powers to suspend arrangement; clearing members say it’s standard practice ...

US banking regulators have abandoned the output floors they fought hard to include in the internationally agreed Basel III capital standards. The final package of post-crisis capital reforms endorsed ...

The US-Israeli war against Iran has abruptly repriced global energy risk. Brent Crude oil traded at $70 a barrel on February 27. At the time of writing, it is trading above $105. The jump in spot ...

The Basel III endgame proposal published by the Federal Reserve on March 19 would reduce prospective capital requirements for US global systemically important banks (G-Sibs) by $45.2bn through changes ...