Bank of England floats ‘quasi-IMA’ in FRTB standardised method Dealers welcome new route to capitalising residual risk, but it could fragment global ruleset ...

The US Federal Reserve’s annual bank stress test places too much reliance on the regulator’s own models and would be better served incorporating banks’ internal projections, according to one of the ...

The US market for autocallable notes could be on the verge of a critical turning point as the first exchange-traded fund referencing the instruments begins to attract assets, with at least two more ...

Bank of America has expanded its repo cash borrowing from US mutual funds nearly fivefold in the past two years, with the vast majority of that coming from investment manager Pimco. Data from Risk.net ...

When Shigeru Ariizumi started out in his role presiding over international affairs at Japan’s Financial Services Agency four years ago, it was expected that jurisdictions would soon get on with ...

Banks seek EU supervisory green light on external credit data GCD-developed industry standard to show pooled loss data is representative of banks’ portfolios ...

JP Morgan’s reserves for undrawn credit lines reached their highest level in four years at end-June, as the bank took stock of the potential impact of US tariffs on corporate borrowers’ cashflows. The ...

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JP Morgan’s loan losses in the US Federal Reserve’s latest stress test topped $89.6 billion – $5.6 billion higher than last year’s exercise – underscoring its position as the single largest ...

The authors propose a method-of-moments copula technique for estimating asset portfolios' market risk, demonstrating a significant reduction in copula ...

Tariffs have complicated the picture for monetary policy-makers as they balance potential inflationary pressure with risks to growth, in the US and at other central banks. However, the US Federal ...

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