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Bank stress tests – the post Covid agenda

Perspectives

In the early 1990s, stress tests became a popular internal tool for international banks to examine risks and gain a better understanding of threats to...

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IBOR Transition and FRTB cross dependencies highlighted

Perspectives

The revised market risk framework – also known as the Fundamental Review of the Trading Book (‘FRTB’) – not only impacts an institution’s regulatory capital...

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IBOR Transition: modelling of SOFR risk factors

Perspectives

One of the major challenges of IBOR transition is the availability of historical data on alternative risk-free rates (RFRs) required to implement interest rate model...

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Acceleration in changing the prudential treatment for Software Assets: Covid-19 impact

Perspectives

Over recent years, technology and software have become strategic assets for competitiveness and resilience in the banking sector. Institutions have no choice but to invest...

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Federal Reserve Board Publishes 2020 Stress Testing Results and Additional Sensitivity Analysis

Perspectives

The Federal Reserve Board released stress test results for DFAST 2020 including additional sensitivity analysis, considering the COVID19 outbreak, to assess the resiliency of large...

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New measures by the European Central Bank aim to improve gender diversity

Perspectives

American entrepreneur, Malcolm Forbes, once described diversity as “the art of thinking independently together”. Today, diversity is beginning to emerge as a quintessential workforce norm...

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Is SOFR a strong enough USD LIBOR alternative?

Perspectives

With COVID-19, being declared a pandemic on March 11, 2020, financial institutions have had to shift most of their resources to mitigate the risks that...

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COVID-19 US Policy Changes: What banks need to know

Perspectives

Impacts from the COVID-19 pandemic have reverberated across every part of the global economy. Small businesses are struggling to pay their employees, banks are grappling...

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Are banks underestimating the risks of Covid Emergency Loans?

Perspectives

During the last few weeks, the volume of loans issued by banks has snowballed as governments release programmes to bail out businesses affected by Covid-19....

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Are more stringent gender diversity measures required?

Perspectives

Gender equality, while not systematically embedded in national laws, is clearly set in European law. The Capital Requirements Regulation (CRR) requires financial institutions to adopt...

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Progress on transitioning to SONIA

Perspectives

The Risk-Free Rates Working Group (RFRWG) published an update on the impact of COVID-19 on the timeline for firm’s plans to transition away from GBP...

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How banks can demonstrate responsible banking during the pandemic

Perspectives

What is the purpose of a bank? Does it have a responsibility to society at large, over and above its duties to its shareholders, customers...

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