All posts tagged "FRTB"
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84Big PictureFRTB May Constrain Growth of Carbon Trading Market
ISDA suggests in a new paper that the risk weight for carbon certificates under FRTB should be reduced and the tenor correlation parameter should be increased.
July 29, 2021 -
110Capital RegulationCentralised Valuation Engine: An Uplift to Compliance & Decision Making
The benefits of a centralised valuation engine for derivatives portfolios have become more apparent for banks amid the pandemic and as the final Basel requirements loom.
July 28, 2021 -
140Capital RegulationISDA Chief Calls for Use of Common Risk Data Reporting Standard
CRIF will reduce the risk data reporting burden, increase the accuracy and consistency of the information reported, and allow for more automation.
June 14, 2021 -
164Australia & NZAPRA Sets Out Timeline for Finalisation of Capital Reforms
The final prudential standards will be released in November, the final prudential practice guides in Q2 2022, and the final version of the interim reporting standards in Q3 2022.
June 3, 2021 -
166Big Picture
ISDA Calls for Uniform Approach to Risk Data Reporting
Regulators would have a greater degree of confidence in the consistency and accuracy of the risk data being collected if they used an established industry standard in their reporting requirements.
May 22, 2021 -
639Big PictureRegulatory Future Proofing with In-Memory Computing
In-memory analytics tools allow even the most complex of regulatory calculations to be performed in minutes or seconds rather than hours.
April 24, 2021 -
695Capital RegulationBanks Facing FRTB Data and Modeling Difficulties
Data was the number one challenge identified for FRTB implementation, with 59% of 131 respondents to a Bloomberg poll citing it as their main challenge.
March 18, 2021 -
503Capital RegulationJapan FSA Issues Draft Policy for Basel III Implementation
Japan will adopt the Basel III standards in consideration of the characteristics of domestic financial institutions, the FSA said.
January 2, 2021 -
2.7KAsia-PacificData, Technology Crucial for New Normal, LIBOR Transition
The LIBOR transition opens the door to a fundamental rethink of the use of data and technology, and how firms provide products and services to customers, says Bloomberg's Bing Li.
September 15, 2020 -
1.8KCapital RegulationBeyond FRTB: Risk Management and Enterprise Data Opportunities
FRTB is a significant global industry challenge, but the process to achieve its outcomes can harness value from data that can be applied throughout a bank’s operations.
July 20, 2020
