by Ian Oglesby | Nov 13, 2024 | Basel 3.1 Market Risk
As banks in the UK prepare for the implementation of the Basel 3.1 standards for market risk, also known as Fundamental Review of the Trading Book (FRTB), one of the most crucial decisions they face is choosing which approach to take. The PRA has laid out three...
by Regitze Ladekarl, FRM | Nov 4, 2024 | Risk Report
First National Bank of Lindsay, Oklahoma (FNBL) was told to close the doors to its one location on Friday, October 18th, 2024. The Office of the Comptroller of the Currency said in a statement that it had found: “false and deceptive bank records and other information...
by Regitze Ladekarl, FRM | Oct 21, 2024 | Risk Report
No, we’re not talking about the waistband on your sweatpants, but rather the tongue-twister of: If the Fed quantitatively tightens, and no bank misses the funds, does that mean the Fed can keep tightening? The short answer is yes, and let’s unpack that just a tad...
by Regitze Ladekarl, FRM | Oct 14, 2024 | Risk Report
It is second nature to me, both as a risk manager and a parent, to focus on the worst-case scenario first. That makes for an, shall we say, interesting size of my amygdala*. What I am dancing around is that there was some good news that almost slipped by unnoticed, so...
by Regitze Ladekarl, FRM | Sep 16, 2024 | Risk Report
A good and true apology* is hard to come by. This week, however, Team Regulator gave it a try. We have reported on the US proposals for the Basel III endgame and the G-SIB surcharge many times before so here’s an ultra-short recap: Summer 2023: Team Regulator proposes...
