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UK proposes gold plating of liquidity risk rules
Cashflow mismatch risk framework aims to plug holes in Basel Committee's liquidity coverage ratio
Repeal CEM; reform SA-CCR
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Quotes
Exchange-traded funds are on my personal radar as one of the engines of the next systemic crises
Didier Sornette, Swiss Finance Institute
When I heard about this proposition of running a quant team within the technology department, it was a pivotal moment
Vladimir Sankovich, TD Securities
IFRS 9 is very complex, so we would like to avoid some banks doing a big jump without being fully prepared
Delphine Reymondon, EBA
Editors' choice
E-trading boosts mid-tier banks in rates and credit
New technology helps Natixis and Mizuho compete with major dealers in swaps and bonds
Big Figure
The case for TLAC and MREL
Banco Popular had a total of €64.4 billion of RWAs as of 2016, and so under the FSB’s TLAC rules, it would have held at least €11.6 billion of TLAC. That would be significantly more than the €7 billion Santander needed to raise for its acquisition of Popular’s assets, so the TLAC buffer looks as if it would have comfortably recapitalised the group.
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7 days in 60 seconds
Stress testing, cyber risk modelling and machine vision
The week on Risk.net, July 14–20, 2017
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