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    Weekly Market Outlook: VIX, EDF and National Activity Index Go Far at Explaining the High-Yield Spread

    There is no one way of statistically explaining the bond yield spreads of high-yield corporate bonds. However, one of the better approaches employs a multi-variable regression model and generates a highly significant adjusted r-square statistic of 0.89.

    October 2019 Pdf John Lonski, Yukyung Choi, Katrina Ell, Michael Ferlez, Ryan Sweet
    News

    FSB Report Examines Implementation and Impact of G20 Financial Reforms

    FSB published fifth annual report on the implementation and effects of the G20 financial regulatory reforms.

    October 16, 2019 WebPage Regulatory News
    News

    EBA Launches Consultation on Comprehensive Pillar 3 Disclosures

    EBA proposed the new comprehensive implementing technical standard (ITS) for public disclosures by financial institutions.

    October 16, 2019 WebPage Regulatory News
    News

    EBA Consults on Revised Technical Standards on Supervisory Reporting

    EBA launched a consultation on the revised implementing technical standards, or ITS, on supervisory reporting.

    October 16, 2019 WebPage Regulatory News
    Article

    2020 Presidential Election Model

    The economy may not be top of mind for voters in every election, but it is hardly ever further than a close second. This is the principle underpinning Moody's Analytics presidential election models.

    October 2019 Pdf Mark Zandi, Dan White
    News

    APRA Proposes Measures to Strengthen Capital for Bank Depositors

    APRA proposed changes to APS 111, which is the prudential standard on measuring capital adequacy and establishes the criteria for regulatory capital requirements of authorized deposit-taking institutions.

    October 15, 2019 WebPage Regulatory News
    News

    FSB Report Examines Implementation of OTC Derivative Reforms

    FSB published annual progress report on implementation of the agreed G20 reforms for over-the-counter (OTC) derivatives markets.

    October 15, 2019 WebPage Regulatory News
    News

    FSB Publishes Update on Its Market Fragmentation Work

    FSB published an update on its work to address the issue of market fragmentation.

    October 14, 2019 WebPage Regulatory News
    News

    FCA Releases Feedback to Online Survey on New Data Collection Platform

    FCA published results of the survey requesting feedback for the new data collection platform that will replace GABRIEL.

    October 14, 2019 WebPage Regulatory News
    News

    HKMA Reduces Countercyclical Capital Buffer in Hong Kong to 2.0%

    HKMA announced that the countercyclical capital buffer (CCyB) for banks in Hong Kong has been reduced from 2.5% to 2.0%, with immediate effect, in accordance with the Banking (Capital) Rules.

    October 14, 2019 WebPage Regulatory News
    News

    EC Consults on Implementation of Final Basel III Reforms in EU

    EC launched a public consultation on the implementation of Basel III standards in EU.

    October 11, 2019 WebPage Regulatory News
    News

    MAS Amends Regulation on Clearing of Derivatives Contracts

    MAS amended regulation for the mandatory centralized clearing of certain derivative contracts.

    October 11, 2019 WebPage Regulatory News
    News

    EBA Single Rulebook Q&A: Second Update for October 2019

    EBA updated the Single Rulebook question and answer (Q&A) tool with answers to ten questions.

    October 11, 2019 WebPage Regulatory News
    Article

    Weekly Market Outlook: Worsened Fundamentals Lift Downgrades Well Above Upgrades

    Financial markets have been buffeted by changing views regarding the trade dispute between China and the United States. Nevertheless, the direction taken by earnings-sensitive securities will ultimately be determined by the outlook for profits.

    October 2019 Pdf John Lonski, Ryan Sweet, Steven Cochrane, Katrina Ell, Barbara Teixeira Araujo, Andrew Pak, Steven Shields
    News

    OCC Revises Minimum Threshold for Banks to Conduct Stress Tests

    OCC issued the final rule that amends its company-run stress testing requirements under the 12 CFR 46 in Code of Federal Regulations.

    October 10, 2019 WebPage Regulatory News
    News

    US Agencies Update Management Interlock Rules Under DIMIA

    US Agencies (FDIC, FED, and OCC) issued a final rule that increases the thresholds in the major assets prohibition for management interlocks for purposes of the Depository Institution Management Interlocks Act (DIMIA).

    October 10, 2019 WebPage Regulatory News
    News

    US Agencies Finalize Rules to Closely Match Bank Risk Profiles

    US Agencies (OCC, FED, and FDIC) finalized rules that tailor the regulations for domestic and foreign banks to more closely match their risk profiles.

    October 10, 2019 WebPage Regulatory News
    News

    CPMI-IOSCO and FSB on Governance Arrangements for OTC Derivatives

    CPMI and IOSCO published a report that identifies key criteria, functions, and bodies for the governance arrangements.

    October 09, 2019 WebPage Regulatory News
    News

    EIOPA Launches Field Test on Templates Under 2020 Solvency II Review

    EIOPA, as part of the 2020 Solvency II reporting and disclosure review, launched a field test on the revised and newly proposed reporting templates.

    October 09, 2019 WebPage Regulatory News
    News

    US Agencies Adopt Rule on Appraisals for Real Estate Transactions

    US Agencies (FDIC, FED, and OCC) adopted the final rule to amend regulations requiring appraisals of real estate for certain transactions

    October 08, 2019 WebPage Regulatory News
    News

    US Agencies Finalize Amendments to Simplify Volcker Rule

    US Agencies (CFTC, FDIC, FED, OCC, and SEC) finalized amendments to the regulations implementing section 13 of the Bank Holding Company Act, also known as the Volcker Rule.

    October 08, 2019 WebPage Regulatory News
    News

    EC Report Explores Application and Challenges of Blockchain Technology

    The Joint Research Center of EC published a report exploring the challenges and impact of distributed ledger technologies.

    October 08, 2019 WebPage Regulatory News
    News

    BIS and SNB Sign Agreement on Innovation Hub Center in Switzerland

    BIS and SNB signed an operational agreement on the BIS Innovation Hub Center in Switzerland.

    October 08, 2019 WebPage Regulatory News
    News

    ECB Issues Results of Sensitivity Analysis of Liquidity Risk for Banks

    ECB published results of 2019 stress test on sensitivity analysis of liquidity risk.

    October 07, 2019 WebPage Regulatory News
    News

    EBA Single Rulebook Q&A: First Update for October 2019

    EBA published answers to forty six questions under the Single Rulebook question and answer (Q&A) tool, with nearly all of the answers addressing queries related to the supervisory reporting requirements.

    October 04, 2019 WebPage Regulatory News
    News

    US Agencies Propose to Revise FFIEC Call Reports and FFIEC 101 Report

    US Agencies (FDIC, FED, and OCC) proposed to revise and extend for three years the call reports FFIEC 031, FFIEC 041, FFEIC 051, and FFIEC 101.

    October 04, 2019 WebPage Regulatory News
    News

    FASB Proposes Improvements to 2020 US GAAP Reporting Taxonomy

    FASB proposed technical and other conforming improvements for the 2020 U.S. GAAP Financial Reporting Taxonomy, with the comment period for these improvements closing on November 02, 2019.

    October 04, 2019 WebPage Regulatory News
    News

    PRA Releases New and Updated Versions of PRA 110 LMM Tool

    PRA published an update (Version 01.03) to the PRA110 liquidity metric monitor tool (PRA110 LMM tool) based on the current PRA110 template, which will be in place until December 31, 2019.

    October 03, 2019 WebPage Regulatory News
    Article

    Weekly Market Outlook: Next Recession May Lower 10-year Treasury Yield to Range of 0.5% to 1%

    Despite today's ultra-low yields, Treasury bonds may still pay off handsomely once recession strikes.

    October 2019 Pdf John Lonski, Katrina Ell, Barbara Teixeira Araujo, Ryan Sweet, Michael Ferlez, Andrew Pak
    News

    APRA Announces New Organizational Structure and Executive Appointments

    APRA announced changes to its organizational structure in line with the strategic objectives set out in its recently released Corporate Plan for 2019-23.

    October 03, 2019 WebPage Regulatory News
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