Policy, discussions, blogs

Policy contributions – Speeches

Speech by Phil Evans, Prudential Policy Director, in Dec 2022 – Implementing Basel 3.1 in the UK

Speech by Sam Woods, CEO of the Prudential Regulation Authority, in September 2022 – Growth and competitiveness

Speech by Victoria Saporta, Executive Director, in September 2022 – The PRA’s future approach to policy

Policy papers

Capitalisation of foreign exchange positions for market risk (Oct 2023) – Consultation Paper 17/23

Selected discussions

2023 – Do banks hedge using interest rate swaps? by Lihong McPhail, Philipp Schnabl and Bruce Tuckman. Discussed at Qatar Centre for Global Banking and Finance Annual Conference

Selected blog posts

Convertible or not: making sense of stresses in AT1 bonds market (2023)

Sharing interest rate risk: who is trading and what affects the costs? (2024)

error: Content is protected !!