Market participants say the extra time that a 2018 start will allow can only help if the final details are available imminently.
EU urged to expand net stable funding ratio
The European Systemic Risk Board has suggested applying a net stable funding ratio buffer to reflect a build-up of liquidity risk over time, or the systemic liquidity risk of specific institutions.
Transparency key to EU stress test
The European Banking Authority wants greater clarity and comparability on bank balance sheets in 2016, as investors fret over possible restrictions to bank dividends and subordinated debt coupon pay-outs.
Fund manager alarm at planned liquidity rules
Fund managers generally support the idea of swing pricing provided practical challenges can be overcome, but proposed liquidity classification rules have drawn comprehensive condemnation as misleading and unworkable.
Pressure grows on leverage ratio
The Bank of England has joined calls from banks and their clients to exclude client clearing collateral from the calculation of total bank assets under the leverage ratio.
EU promises proportionate stance
European Commissioner for financial services Jonathan Hill has promised to take account of bank size and risk in implementing the last pieces of Basel III and requirements for total loss absorbing capacity, as well as pledging to slow the pace of new rules.
EU errs on proportionality for benchmark regulation
Technical flaws threaten to undermine a deal between the European Parliament and Council intended to treat benchmarks according to the risks of manipulation.
Calls for EU to back IFRS 9 implementation
Expected credit loss accounting is generally welcomed as a more timely approach to impairing assets, but banks and regulators face practical challenges.
Carney throws down climate risk gauntlet
The Financial Stability Board is paving the way for enhanced disclosure of climate risks, and the priority will be to establish comparable numbers.
Transparency key test for new systemic insurance methodology
The new proposals from the International Association of Insurance Commissioners will add more qualitative elements to deciding what makes an insurer systemic.
Most Viewed
- EMIR REFIT has potential to trigger unintended consequences
- The return of geopolitics will cause global banks considerable headaches
- Covid–19: exit strategies and their practical implications
- The PRA’s demanding liquidity framework is a commercial opportunity
- Market participants lobbying over short Emir 2.1 timelines
@RiskRegulator
