Regulators respond to Archegos collapse by telling banks to review their business models by end of Q1 2022.
The European Commission recently published a study on integrating ESG risks into the banking prudential framework.
The new MREL requirements supports firms in the banking sector to absorb losses and recapitalise after a resolution.
To ensure banks fail safely, regulators have introduced bail-ins to replace bail-outs. We look at how the process works.
In the UK, the joint regulator and government task force on climate-related financial disclosures (TCFD) published the roadmap towards mandatory climate-related disclosures.
Defining ESG risk factors enables effective ESG risk assessment and management. We explain why it should be a priority.
We explain how firms can pre-emptively mitigate the impact of climate risk on the sector.
The SFDR compels companies in the EU to align with ESG. Why are the social factors of ESG so important to investors?
Sustainable finance: how can the EU Taxonomy regulation stop greenwashing and grow environmentally-friendly investment?
We review key considerations as the Bank of England re-iterates expectations for the Resolvability Assessment Framework.
Climate risk stress testing is an emerging field with little precedent. We look at where to start planning scenarios.
Climate risk management is a growing concern within the financial sector. But what does good look like?
The PRA recently released a Dear CEO letter addressing regulatory reporting – do your processes meet expectations?
The new PRA 110 Pillar 2 liquidity return is now live, but do you have the framework in place to produce it regularly?