by Luke Trigg | 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...
by Luke Trigg | Dec 5, 2019 | Regulation, Uncategorized
The LIBOR transition is one of the broader reaching changes to affect the financial services industry in recent years due to the wide range of products it affects. As part of that process many existing financial products offered to clients will need to change, so...
by Luke Trigg | 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...
by Luke Trigg | 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...
by Luke Trigg | Apr 8, 2019 | Regulation
Are you on top of your trade contracts with respect to BRRD and the 43 information fields required? The required BRRD information must be drawn from a combination of transactional, reference and legal contract data. While most banks will have the transactional and...
