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) ...
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 ...
NEW YORK, June 22 (Reuters Breakingviews) - It’s time for bank regulators to get heavy on risk weighting. The financial and euro zone crises have shown the drawbacks of using banks’ home-grown models ...
The capital-to-asset ratio calculates a company's assets and capital to determine whether there is enough capital to cover the assets, expressed as a percentage. Useful to regulators, business ...
LONDON--(BUSINESS WIRE)--Moody’s Analytics, a global provider of financial intelligence, has launched Banking Cloud Credit Risk, a cloud-native regulatory calculation and reporting engine. Available ...
The International Monetary Fund (IMF) has cautioned that the rapid expansion of non-bank financial intermediaries (NBFIs) – which includes investment funds, insurers, and private credit providers — is ...
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 ...
The RBI has proposed changes to how banks calculate net foreign exchange exposure, requiring them to maintain capital for forex risk on a continuous, end-of-day basis ...
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