Article ID: d777eaa20e2571db9b02defb175e1af9e0a1691f1269239b8b12cd5cde8cd3c1
Source ID: regulatory:risk.net
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Credit spread risk approach differs among EU banks, survey finds KPMG survey of more than 90 banks reveals disagreement on how to treat liabilities and loans European banks still show a wide variety of approaches to measuring the risk of changes in credit spreads in their deposit-taking and loan books, according to the preliminary results of a survey conducted by consultancy KPMG. Changes in marketwide sentiment towards credit can inflict losses on products in the banking book through movements in credit spreads, but there has been a long-running Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content. To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe You are currently unable to print this content. Please contact info@risk.net to find out more. You are currently unable to copy this content. Please contact info@risk.net to find out more. Copyright Infopro Digital Limited. All rights reserved. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (point 2.4), printing is limited to a single copy. If you would like to purchase additional rights please email info@risk.net Copyright Infopro Digital Limited. All rights reserved. You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5. If you would like to purchase additional rights please email info@risk.net More on Regulation Market doesn’t share FSB concerns over basis trade Industry warns tougher haircut regulation could restrict market capacity as debt issuance rises FCMs warn of regulatory gaps in crypto clearing CFTC request for comment uncovers concerns over customer protection and unchecked advertising UK clearing houses face tougher capital regime than EU peers Ice resists BoE plan to move second skin in the game higher up capital stack, but members approve ECB seeks capital clarity on Spire repacks Dealers split between counterparty credit risk and market risk frameworks for repack RWAs FSB chief defends global non-bank regulation drive Schindler slams ‘misconception’ that regulators intend to impose standardised bank-like rules Fed fractures post-SVB consensus on emergency liquidity New supervisory principles support FHLB funding over discount window preparedness Why UPIs could spell goodbye for OTC-Isins Critics warn UK will miss opportunity to simplify transaction reporting if it spurns UPI EC’s closing auction plan faces cool reception from markets Participants say proposal for multiple EU equity closing auctions would split price formation
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