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How to predict the results of P&L attribution tests in the FRTB framework?

Perspectives

Under the terms of the Fundamental Review of the Trading Book (FRTB), a bank wishing to apply the Internal Modal Approach (IMA) to calculate its...

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Is Asia on its way to IBOR transition?

Perspectives

With Libor’s cessation date at the end of 2021 looming, global regulators are hastening their IBOR fallback strategies. Yet while market momentum has increased for...

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Is SOFR the ultimate replacement for USD LIBOR?

Perspectives

Financial market participants – at least the largest ones – are actively preparing for the expected discontinuation of the London Inter-Bank Offered Rate (LIBOR) after...

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EBA’s Stress Test 2020 Methodology – What’s new for the banks?

Perspectives

The methodology for an exercise to assess the resilience of EU banks to adverse market conditions and test the state of their capital allocations has...

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A looming climate crisis?

Perspectives

Persistant negative interest rates, the inherent risk of a trade war between China and the United States, fears of a recession... all worrying signs of...

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Conduct Risk should not be underestimated during IBOR Transition

Perspectives

With little more than two years to go, Libor’s cessation date continues to near. The voluntary agreement of panel banks submitting to Libor will conclude...

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The Supervisory Answer to Hong Kong’s Worsening Economic Performance

Perspectives

Pierre Latrobe at Mazars discusses the measures the HKMA has taken so far to strengthen its macroprudential supervisory toolkit and address potential risks to the...

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IBOR Reform – key takeaways

Perspectives

With significant IBOR reform on the horizon, Mazars brought together industry experts, practitioners and regulators to discuss the challenges and opportunities they face. Speakers included...

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Brexit Watch #6: Seeing past the fog of uncertainty – How are the regulators responding?

Perspectives

The British political landscape has been unsettled and uncertain. Boris Johnson defeated Theresa May in July 2019 to become Prime Minister with his “do or...

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