Articles by Samuel Wilkes
EBA brainstorming ways to make capital rules competitive
Watchdog aims to provide advice on future revisions before year-end
FRTB revamp won’t restore models to past glory, risk managers say
US-inspired reform only expected to lead to small boost in adoption, with limited desks on IMA
Burning ambition: will Europe join the US in setting fire to the rules?
As the US dismantles post-crisis regulations, some think Europe will follow in a bid to boost economic growth
PRA struggles to follow Fed’s FRTB modelling moves
Market risk experts say minor differences in US rules add up to more incentives for IMA adoption
BoE’s crisis lending plan hits buffers
Scepticism greets regulator’s proposal to increase releasable leverage capital buffers
BoE’s leverage ratio rejig to hit HSBC and StanChart
Proposed changes aim to rebalance scales in favour of domestic lending
Floored: Basel III rethink upsets IRB dominance
Introduction of output floor means internal ratings’ popularity takes a hit, but isn’t quite out for the count
European Commission plans permanent changes to FRTB
EU legislator will start work on new rules later this year to ensure level playing field with US
Can the US FRTB revamp make the IMA great again?
Banks are finally presented with a viable internal models framework under Basel III’s market risk rules
US blows the floors off Basel III
Barr criticises 'downward deviations' in US rule; Bowman rejects 'blind adherence' to global standards
Interest rate crosswinds buffet IRRBB teams
Political intervention and rapid-fire law changes are skewering bank models for forecasting cashflows
Credit spread risk: the cryptic peril on bank balance sheets
Some bankers fear EU regulatory push on CSRBB has done little to improve risk management