Three US global systemically important banks (G-Sibs) projected materially stronger Common Equity Tier 1 (CET1) capital resilience than the Federal Reserve in the latest round of Dodd-Frank Act stress ...

The rules require firms to prepare for the possibility of much higher volumes being cleared at EU central counterparties (CCPs) in future, but regulators haven’t yet specified exactly how this ...

The implementation of Basel III reforms for credit risk in the first quarter of 2025 prompted a major recalibration in how European Union banks calculate risk-weighted assets (RWAs). Across 16 ...

At the same time, supply chain risk is increasing due to geopolitical tensions, sanctions and trade tariffs, leading many ...

The volume, speed and regulatory pressure associated with financial transactions have intensified significantly in recent years. The rise of instant payments, a constantly shifting sanctions landscape ...