Market and Credit Risk Archives - New Link Consulting Experts with a proven track record Mon, 04 Dec 2023 10:27:38 +0000 en-GB hourly 1 https://wordpress.org/?v=6.9.4 The Road to Basel IV: Wholesale Credit Risk https://new-linkconsulting.com/the-road-to-basel-iv/ Mon, 06 Nov 2023 23:31:35 +0000 https://new-linkconsulting.com/?p=7928 The Basel Accords, issued since the late 1970s by the Basel Committee on Banking Supervision, have continuously evolved, leading to the final Basel IV standards, also known as Basel 3.1, published in December 2017. New Link Consulting kicks off a series of articles exploring the journey from Basel I to Basel IV, addressing potential regulatory divergence and major impacts on the financial industry.

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]]> Another Nudge for Benchmark Reform… https://new-linkconsulting.com/another-nudge-for-benchmark-reform/ Tue, 14 May 2019 09:55:57 +0000 https://newlink-staging.com/?p=2435 IBOR transition in Europe has taken another step forward. On Monday, May 6th, the European Money Markets Institute (EMMI), which is the administrator of both the EONIA and EURIBOR benchmarks, applied to the Belgian Financial Services and Markets Authority (FSMA) for authorisation to compute & publish “reformed” Euribor. EONIA and EURIBOR are two of the main euro-denominated measures of money ...

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]]> Benchmark Transition is Coming…a Brief Guide for Corporate Treasurers https://new-linkconsulting.com/benchmark-transition-is-coming-a-brief-guide-for-corporate-treasurers/ Tue, 14 May 2019 09:53:40 +0000 https://newlink-staging.com/?p=2451 1.  A Little Context Within the next two and a half years, global financial markets will see lasting changes made to some of their oldest interest rate benchmarks. These benchmarks will be either retired or reformed, replaced either by a series of nearly risk-free rates (RFRs), or reformed benchmarks. We are of course talking about Inter-Bank Offered Rates (IBORs), the most common of ...

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]]> LIBOR Transition Breakfast Event https://new-linkconsulting.com/libor-transition-breakfast-event/ Wed, 12 Dec 2018 06:59:12 +0000 https://newlink-staging.com/?p=2187 The first in a series of LIBOR transition breakfast events took place in London on the 27th November 2018.

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]]> LIBOR Transition Roundtable https://new-linkconsulting.com/libor-transition-roundtable/ Thu, 22 Nov 2018 21:40:39 +0000 https://newlink-staging.com/?p=2152 On Tuesday 27th November New Link Consulting are hosting the first in a series of events to explore the implications of transitioning away from LIBOR.

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]]> Closing the Book on Basel III https://new-linkconsulting.com/closing-the-book-on-basel-iii/ Thu, 18 Jan 2018 08:14:33 +0000 https://newlink-staging.com/?p=1384 A summary of the main points from the final negotiation of this key regulation resulting from the Financial Crisis of 2007-08.

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]]> The Challenges of FRTB https://new-linkconsulting.com/the-challenges-of-frtb/ Thu, 07 Dec 2017 07:15:47 +0000 https://newlink-staging.com/?p=1234 A brief exploration of some of the challenges to implementing the Fundamental Review of the Trading Book (FRTB).

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