Hong Kong, Singapore – Bloomberg has won Best FRTB Solution at the Regulation Asia Awards for Excellence 2024, which recognizes innovative practices that utilize advanced data, analytics and risk ...
Bloomberg is tweaking its Multi-Asset Risk System to include region-specific regulations in the risk analytics software. The update came about in part due to the ongoing Basel III endgame measures, ...
The European Commission has adopted a Delegated Regulation amending the EU Capital Requirements Regulation with regard to the date of application of the own funds requirements for market risk. In ...
The European Commission has launched a critical consultation that could reshape how banks manage market risk across the continent. This targeted review focuses on the Fundamental Review of the Trading ...
Odeabank has become the first Turkish bank to implement Murex’s MX.3 for the Fundamental Review of the Trading Book (FRTB) solution. MX.3 for FRTB covers the full calculation chain down to the final ...
UBS has decided it will not initially use its own models to calculate capital requirements for market risk, following a revamp of local trading book capital rules. The Swiss bank’s annual report – ...
US regulators may be underestimating the capital impact of proposed trading book rules due to take effect in 18 months, according to a new industry study. Two industry groups—the International Swaps ...
The Bank of England is pushing back the start date for a key chunk of reforms to bank capital requirements by a year to 2028, saying the delay in implementation in the US means it wants to coordinate ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback