G-SIBs : the challenge of daily systemic risk
New proposals from the U.S. Federal Reserve are redefining how global systemically important banks (G-SIBs) manage their risks. The focus is on how they monitor their balance sheets, calculate systemic capital surcharges, and organize their data and regulatory reporting chains.
In an article published by Risk.net, Kishore Kumar Ramakrishnan, UK Partner at Wepoint, breaks down the very concrete implications of these regulatory changes: more frequent monitoring requirements, the rise of daily calculation engines, and new constraints on trading activities…
He shares his perspective on the operational challenges facing major U.S. banks, as well as the potential impacts on balance sheet management and the pricing of short-term activities.
For further insights on this topic, you can also check out Kishore Kumar Ramakrishnan’s series of articles, starting with his first piece on the subject.