Micro-prudential
Basel Committee flags further issues with bank modelling
Second study of variation in credit risk modelling using internal ratings-based approach sheds further light on what is causing banks to calculate significantly different capital requirements
ECB clarifies national supervisory discretions
European Central Bank publishes a guide and regulation aimed at harmonising supervision of major banks within the eurozone
Some analysts see stress tests losing effectiveness – Stournaras
Greek central bank governor raises questions over perception of stress tests; regulators’ models need to take more account of national differences, he argues
Negative rates one of many pressures on bank business models, Lautenschläger says
ECB supervisory board vice-chair says business models must cope with a range of challenges, of which low rates are just one; Nouy and Lautenschläger field questions following annual report
Rosengren eyes balance between bank resilience and loans
Boston Fed president tells New York conference that supervisors should encourage banks to maintain lending when striving to meet capital-to-asset ratios, but stress the need for quick recapitalisation