Fundamental Review of the Trading Book (FRTB)

Fundamental Review of the Trading Book (FRTB)

by | May 11, 2026 | Regulation

Contracts back on the radar – Counterparty Credit Risk   The 2007-8 global financial crisis is starting to dim into distant memory, but such is the slow pace of regulatory change that initiatives inspired by these events are still only just coming to...
Regulatory Capital / IMM

Regulatory Capital / IMM

by | Oct 28, 2020 | Regulation

The ECB recently published its assessment methodology for banks using the internal model method (IMM) for calculating counterparty credit risk and credit valuation adjustment risk.  Given the very large differences IMM has on regulatory capital versus standard...
LIBOR Module

LIBOR Module

by | Oct 10, 2019 | Regulation

While uncertainty still remains about what the migration path from LIBOR, EURIBOR and other rates affected by the reform really is, there is no doubt that change is inevitable. The one part that is certain therefore, is being able to identify which of your contracts...
LIBOR Benchmark Reform and Regulation in Lyncs

LIBOR Benchmark Reform and Regulation in Lyncs

by | Jul 26, 2019 | Regulation

Document remediation projects are not new.  Anyone working in Capital Markets in recent years can probably describe the steps involved as they tend to be similar each time.  Recent battle scars in the derivatives world include Uncleared Margin...