Risk Management
ECB to accept green bonds as collateral
Green asset purchases also possible subject to programme-specific criteria
Firms’ risk management likely ‘severely deficient’ – BNM deputy
Innovative technology requires risk managers to shift their focus, says Chew
Employer-employee loans can cut credit risk - Minneapolis Fed article
Research looks at Minnesota scheme
Technology can support comprehensive credit risk management – panellists
The expansion of balance sheets since the crisis has created new challenges for central banks
Public debt in low-income countries rising to risky levels – IMF
The fund recommends official creditors co-ordinate their response to debt crises
Carney proposes public-private co-operation in markets regulation
Supervisors cannot regulate every circumstance and anticipate all market innovations, Bank of England governor says
Riksbank study explores new stress test models for banks
A new proposal recommends developing models that can foresee multiple challenges and solutions
IMF explores ways to reform US mortgage finance
The research questions whether the US model of homeownership through government-backed fixed rate mortgages is sustainable in an increasingly unequal society
Argentina expands collateral for farmers
The central bank aims to expand credit for the key agricultural sector
BoE toughens 2016 stress tests
GDP growth to hit a trough at -1.9%, unemployment to rise 4.5 percentage points and the level of GDP to fall by 4.3% in latest BoE stress tests; higher capital hurdles also mandated
Risk management services provider of the year: Wall Street Systems
A powerful real-time risk-calculation engine, consistent high-quality support and broad central-banking experience make this treasury management offering the best in class
Malawi stress test shows three banks fall below Tier 1 requirement under minor credit shock
Latest stress tests show improved resilience but credit shocks remain greatest risk, Malawi’s latest financial stability report reveals
Chinese finance minister Lou Jiwei on local government debt and tax reform
Minister of finance Lou Jiwei talks about fiscal policy under China's 'new normal' and how the country plans to tackle spiraling local government debt
Assessing credit risk post-crisis at a central bank
Eric Wolfe explains how the Bank of Canada has developed its own credit assessment processes to avoid mechanistic reliance on credit rating agencies.
Fed orders banks to break open black boxes
Vendor models need to be properly validated for 2015 stress tests, Fed insists – but banks say they are finding it hard to get the required information
Can central bankers live up to their role as the guardians of finance?
Central bankers need to be the risk managers of the financial system to help mitigate the fallout from future crises. Those that engaged in the latest bouts of QE have not made a good start
OCC 'disappointed' at lack of accounting convergence
With US and international loan-loss accounting rules set to diverge, bank regulators are preparing to level up the resulting capital differences
NALM Americas 2013: Central banks should take more credit risk, says Flar CRO
An allocation to investment-grade corporate bonds could increase diversification and provide a cushion against rising interest rates, says Latin American Reserves Fund CRO
Systemic risk measurement gets book treatment
Jorge Chan-Lau draws on experiences at IMF, World Bank and the central banks of Canada, Chile and Malaysia to provide methods and tools to measure systemic risk
Striving for a strategic role for risk management
Risk management needs to be split from control functions to provide boards with a holistic view of qualitative and quantitative risks
Banks move to meet Bank Indonesia call for ‘external loss database’
Indonesian banks form association to explore the sharing of loss data and help develop risk management practices in response to call by Bank Indonesia
The flaws in the Fed's new macro stress test proposals
New macro stress test proposals by the Fed and ECB appear to conflict with rules put forward by the UK, and are raising concern in countries where financial institutions are relatively robust
Central Bank of Barbados challenges rating downgrade
S&P lowers Barbados’s sovereign credit rating triggering angry response from central bank; says it is ‘manifestly’ not the case that debt risk has increased
ECB relaxes collateral eligibility rules
Broader range of lower quality assets now acceptable under ECB collateral rules; move should help Spanish banks after results of stress test reveal a potential €62 billion capital shortfall