Press coverage


Banks plan risk factor exclusion to avoid FRTB surcharge

Best Practice

Banks are considering excluding risk factors deemed immaterial from their risk models as a way to avoid a capital charge add-on for hard-to-model risks under the new trading book capital rules, but the strategy could be derailed by the will of regulators or by failing the internal models test.​

Manipulation threat to FRTB data pooling

Best Practice

"A strong governance framework to prevent the manipulation of submitted data will be essential for any data-pooling initiative to aid compliance with Basel’s FRTB, consultants warn. The costs, however, could deter participants and prompt alternative approaches. "There needs to be a very carefully thought out governance framework around this. I think, looking through history, given how Libor was manipulated, there need to be a lot of checks and balances [around data pooling]," says Ram Ananth, head of the quantitative practice at Avantage Reply to Risk.net."

Basel heaps more pressure on derivatives

Press Article

1901-01-01 00:00:00.0 - 2099-12-31 00:00:00.0

The title of one of the Basel Committee on Banking Supervision’s (BCBS) consultative documents pretty much sums up its attitude towards internal models as the cost of capital for using derivatives and certain asset classes continues to ratchet-up. Sergio Gianni and Dean Mitchell, Partners with Avantage Reply, answer the questions from the Global Risk Regulator.

Belgian entrepreneurship

Press Article

2016-03-29 00:00:00.0 - 2099-12-31 00:00:00.0

What are the main differences between Belgian and UK mentalities? What are the local support schemes for companies compared to Belgium? Frederic Gielen, Executive Partner at Reply answers tricky questions in "Entreprendre Magazine" (article in French).

Banks still question new trading book rules

Press Article

2016-02-23 00:00:00.0 - 2099-12-31 00:00:00.0

Although the Basel Committee has sought to pare back the capital impact of the fundamental review of the trading book,specific asset classes could suffer. Avantage Reply was interviewed by The Global Risk Regulator

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Banks plan risk factor exclusion to avoid FRTB surcharge

Best Practice

Banks are considering excluding risk factors deemed immaterial from their risk models as a way to avoid a capital charge add-on for hard-to-model risks under the new trading book capital rules, but the strategy could be derailed by the will of regulators or by failing the internal models test.​

Manipulation threat to FRTB data pooling

Best Practice

"A strong governance framework to prevent the manipulation of submitted data will be essential for any data-pooling initiative to aid compliance with Basel’s FRTB, consultants warn. The costs, however, could deter participants and prompt alternative approaches. "There needs to be a very carefully thought out governance framework around this. I think, looking through history, given how Libor was manipulated, there need to be a lot of checks and balances [around data pooling]," says Ram Ananth, head of the quantitative practice at Avantage Reply to Risk.net."

Basel heaps more pressure on derivatives

Press Article

1901-01-01 00:00:00.0 - 2099-12-31 00:00:00.0

The title of one of the Basel Committee on Banking Supervision’s (BCBS) consultative documents pretty much sums up its attitude towards internal models as the cost of capital for using derivatives and certain asset classes continues to ratchet-up. Sergio Gianni and Dean Mitchell, Partners with Avantage Reply, answer the questions from the Global Risk Regulator.

Belgian entrepreneurship

Press Article

2016-03-29 00:00:00.0 - 2099-12-31 00:00:00.0

What are the main differences between Belgian and UK mentalities? What are the local support schemes for companies compared to Belgium? Frederic Gielen, Executive Partner at Reply answers tricky questions in "Entreprendre Magazine" (article in French).

Banks still question new trading book rules

Press Article

2016-02-23 00:00:00.0 - 2099-12-31 00:00:00.0

Although the Basel Committee has sought to pare back the capital impact of the fundamental review of the trading book,specific asset classes could suffer. Avantage Reply was interviewed by The Global Risk Regulator

Page 1/5


Banks plan risk factor exclusion to avoid FRTB surcharge

Best Practice

Banks are considering excluding risk factors deemed immaterial from their risk models as a way to avoid a capital charge add-on for hard-to-model risks under the new trading book capital rules, but the strategy could be derailed by the will of regulators or by failing the internal models test.​

Manipulation threat to FRTB data pooling

Best Practice

"A strong governance framework to prevent the manipulation of submitted data will be essential for any data-pooling initiative to aid compliance with Basel’s FRTB, consultants warn. The costs, however, could deter participants and prompt alternative approaches. "There needs to be a very carefully thought out governance framework around this. I think, looking through history, given how Libor was manipulated, there need to be a lot of checks and balances [around data pooling]," says Ram Ananth, head of the quantitative practice at Avantage Reply to Risk.net."

Basel heaps more pressure on derivatives

Press Article

1901-01-01 00:00:00.0 - 2099-12-31 00:00:00.0

The title of one of the Basel Committee on Banking Supervision’s (BCBS) consultative documents pretty much sums up its attitude towards internal models as the cost of capital for using derivatives and certain asset classes continues to ratchet-up. Sergio Gianni and Dean Mitchell, Partners with Avantage Reply, answer the questions from the Global Risk Regulator.

Belgian entrepreneurship

Press Article

2016-03-29 00:00:00.0 - 2099-12-31 00:00:00.0

What are the main differences between Belgian and UK mentalities? What are the local support schemes for companies compared to Belgium? Frederic Gielen, Executive Partner at Reply answers tricky questions in "Entreprendre Magazine" (article in French).

Banks still question new trading book rules

Press Article

2016-02-23 00:00:00.0 - 2099-12-31 00:00:00.0

Although the Basel Committee has sought to pare back the capital impact of the fundamental review of the trading book,specific asset classes could suffer. Avantage Reply was interviewed by The Global Risk Regulator

Page 1/5