UBS has decided it will not initially use its own models to calculate capital requirements for market risk, following a revamp of local trading book capital rules. The Swiss bank’s annual report – ...
The European Banking Authority (EBA) has published its final draft implementing technical standards (ITS), amending the Implementing Regulation on the benchmarking of credit and market risk for the ...
The Global Regulatory Brief provides monthly insights on the latest risk and regulatory developments. This brief was written by Bloomberg’s Regulatory Affairs Specialists. Prudential Regulation ...