The Standard Formula Podcast | Using an Internal Model to Calculate the Solvency Capital Requirement
Williams Mullen's Comeback Plan: Part II - How Banks Think About Loan Defaults: Lessons for Borrowers in Troubled Times
CFTC Proposal Poses “Monumental” Challenge to FCMs
Federal Reserve Seeks Comments on LIBOR Alternatives - On August 24, 2017, the U.S. Federal Reserve requested public comments on a plan for the New York Federal Reserve and the Office of Financial Research to come up with...more
Financial Industry Developments - Class Action Against Lending Club and WebBank Headed to Defeat - On Monday, January 31, 2017, a federal district court in the Southern District of New York granted a motion to...more
2014 was a year replete with new legislative and regulatory initiatives impacting federally regulated financial institutions. The key initiatives introduced or implemented in 2014 are outlined in our annual year in review....more
In general, banking organizations are currently permitted to calculate their exposure with respect to derivatives transactions on a net basis under relevant regulatory capital and liquidity coverage ratio rules if such...more