Canada
'Big Five' Canadian banks' loan-loss ratios improve
BMO cuts PCL ratio 10 basis points year-on-year
BMO shrinks loan-loss provisions as US outlook improves
US provisions for credit losses drop from C$110 million to C$44 million year-on-year
Basel floor change boosts Canadian bank capital ratios
CET1 ratios improve between five and 120 basis points quarter-on-quarter at 'Big Five'
Scotiabank reports volatile loan-loss provisions
A C$31 million jump in provisions largely attributed to a single deteriorating loan
Royal Bank of Canada RWAs return to growth
Loan growth contributes to C$22 billion increase
TD Bank freed from Osfi capital floor
As a result, the bank’s CET1 jumped to 11.8% from 10.6% in the previous quarter
New capital floor saves CIBC C$244 million
Switch to Basel II-based floor adds 16 basis points to bank's CET1 ratio
FRTB: Nordic banks mull regional data pool
Local tie-up could “prevent the big banks from entering the markets in the Nordics”, says local risk manager
Uneven Basel rule adoption threatens regulatory arbitrage
Committee names and shames regulatory laggards
Scotiabank’s Daniel Moore on the evolution of the CRO
Data and technology will help risk managers improve risk-adjusted returns
Global fragmentation looms in FRTB data pooling stand-off
Smaller banks unwilling to hand over localised trade information to data utilities
Canada’s banks go it alone with FRTB data utility
Local lenders reject advances of major data utilities to build own solution
Quant Guide 2017: University of Waterloo
Waterloo, Canada
Quant Guide 2017: University of Toronto
Toronto, Canada
Canadian CROs play down threat of mortgage exposure
Burgeoning loan portfolios no cause for concern despite Moody’s downgrades, risk chiefs claim
FRTB threatens Canadian bond market, dealers say
Modelling the risk factors of Canadian corporate debt is “almost impossible”
Dollar deposit mystery highlights non-US bank funding risks
Liquidity resilience is uncertain as offshore deposit financing replaces prime money funds
Bank merger ban key to stability, conference hears
"Hypercompetition" fatal to UK and US banks
Canada waits on US, EU to mandate CAD swaps clearing
Regulatory arbitrage fears stall clearing mandate for CAD swaps in Canada
Canadian energy firms anxious over trade reporting proposals
With oil-rich Alberta and four other provinces set to finalise a joint rule on trade reporting by year-end, Canadian energy firms are hoping that regulators resolve troublesome issues with the definition of a ‘dealer' and the handling of trades with US…
Alberta energy regulator urges firms to boost compliance
Official with Alberta’s Market Surveillance Administrator touts self-reporting of violations and plugs public shaming of chief executives as ‘amazingly motivating’
Canada to collateralise cross-currency swaps
Finance ministry hopes two-way CSAs will cut costs and risks on hefty swaps flows
Q&A: Business veteran Nesbitt on sharing risk management burden
The new head of Canada's financial risk think-tank says successful risk management requires co-operation between the business and the risk function and, externally, with regulators, as well as close involvement by the upper echelon of bank managers