One of the most dramatic changes to the banking industry since the financial crisis is the rollout of new capital requirements for banks. Banks today are required to hold higher levels of capital, ...
Banks aren't using the right models to calculate risk-weighted assets, and are thus coming up with skewed results and using them to determine their Tier 1 ratios. That's Jamie Dimon's (NYSE:JPM) ...
On 10 June 2021, the Basel Committee on Banking Supervision published a preliminary proposed framework for the prudential treatment of cryptoasset exposures based on classification cryptoassets (the ...
Background. As part of an international effort to recalibrate how banks calculate their risk‑based capital, U.S. bank regulatory agencies (the “Agencies”) recently proposed major changes to how banks ...
Banks are urging federal banking regulators to simplify and relax upcoming capital rules, warning that current proposals could overburden lenders and therefore constrain credit to households and ...
Learn how the Advanced Internal Rating-Based (AIRB) approach helps financial institutions internally assess credit risk using ...
The Independent Community Bankers of America ("ICBA")/1 appreciates the opportunity to comment on the proposed rule titled "Regulatory Capital Rule: Large Banking Organizations and Banking ...
Weighted risk functionals have been extensively studied to date. Indeed, this versatile class of risk functionals has enjoyed a variety of applications in risk management and insurance, and it has ...
NEW YORK (Reuters) - In 2011, senior executives at JPMorgan Chase & Co told one of the bank's trading and hedging groups to scale back its riskier positions as new regulations would make these bets ...