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Regulating domestic SIFIs
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11 Oct
2012

Regulating domestic SIFIs

After a broad consultation paper released June, the BCBS has released its framework for addressing domestic systemically important banks or “D-SIBs.” This is on schedule for delivery and discussion at the upcoming G20 meeting, and should seen as related to and coordinated with the pre-existing G-SIFI framework. The framework is quite loose, giving considerable discretion Read More

01 Oct
2012

Risk data aggregation: it’s all in the interpretation

In their latest landscape assessment of Basel III, the EBA came to a conclusion regarding a problem the industry has been grappling with for a long time: rules that aren’t detailed enough lead to uneven outcomes in data reporting, aggregation and assessment. The report finds that, while data quality from national regulators has improved and Read More

10 Sep
2012

Microprudential risk

Despite increasingly stringent regulations on microprudential risk data, firms have yet to pull the trigger on serious commitment and aggressive investment. The critical piece – standards – is still missing, as both firms and regulators see this conversation as too difficult. From mortgages to counterparty risk and now to sovereign risk — banks and regulators Read More

10 Sep
2012

Systemically Important Financial Institutions

SIFI assessment criteria are becoming increasingly stratified and are coming to financial institutions near you. Higher capital surcharges, ring fencing, ‘unplugging’ and new living will reports are all parts of a solution to combat ‘too big to fail.’ Some economists contend that the banks that are too-big-to-fail enjoy a lower cost of capital because they Read More