The US Federal Reserve’s annual bank stress test places too much reliance on the regulator’s own models and would be better ...

The Federal Reserve’s proposal to lower the enhanced supplementary leverage ratio (eSLR) for the largest US banks is about extending capacity to hedge funds to buy up the country’s growing debt pile, ...

Goldman Sachs deposed Citi to take the top spot in this year’s edition of Risk.net ’s Dealer Rankings – the third annual ...

Bank of America has expanded its repo cash borrowing from US mutual funds nearly fivefold in the past two years, with the ...

The incremental risk charge (IRC) is exerting growing pressure on European Union banks’ market risk capital requirements, reaching record levels at some firms in the first quarter, after dealers ...

The US Federal Reserve’s approach to measuring the systemic risk of large banks provided a hefty punching bag for speakers at ...

Geopolitical events can create sudden and severe disruptions, challenging financial institutions’ ability to maintain critical operations. In today’s volatile political and economic landscape, ...

Vendors that must register as multilateral trading facilities (MTFs) may end up passing increased regulatory costs on to foreign exchange dealers and clients, according to Citi.

UK challenger banks Starling, Monzo and Metro could win temporary relief from minimum requirements for own funds and eligible liabilities (MREL), after the Bank of England revised the criteria it uses ...

Bankers in the European Union have approached their regulators in a bid to strengthen official support for the use of external credit loss data to model bank capital requirements.

Calamos’s Autocallable Income ETF (CAIE) has gathered over $40 million of assets since launch on June 25. It’s a small ...

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