There is growing exasperation in the banking community regarding the Basel Committee on Banking Supervision’s desire to reduce variations in bank risk-weighted assets in the name of simplifying comparisons, writes Justin Pugsley.

Among banks and brokers there has been a lot of concern about the EU’s trade reporting obligations, but some recent concessions have made the burden a little easier, writes Justin Pugsley. 

A 'small' modification to the standardised method for measuring over-the-counter derivatives exposures threatens yet another layer of costs for banks.

The Basel Committee has decided that banks should not be allowed to use internal models to measure capital requirements for operational risk.

US Federal Reserve proposals for total loss-absorbing capacity go well beyond the Financial Stability Board standards in some areas.

The European Commission has postponed the start-date for the key financial markets directive to January 2018, but participants are still waiting for the final rules.

A technical flaw in the EU’s rules to prevent financial benchmark manipulation could impose a disproportionate burden on commodity price reporting agencies.

The Basel Committee wants to remove internal models from the calculation of banks’ operational risk capital, but needs to find a suitable replacement.

The fundamental review of the trading book is due for completion by the end of 2015, but impact studies have thrown up some alarming results.