Inside Modern Bank Regulation: Capital, Risk Sensitivity and Systemic Stability

Описание: What did regulators really fix after the financial crisis…

And what are banks still getting wrong?

In this episode of Inside the Margins, Matthew Komos speaks with Lars Overby, Head of Risk Metrics at the European Banking Authority, about how modern regulatory frameworks are actually designed, implemented and evolving across Europe.

This is not about supervision or enforcement.

It is about the logic behind capital rules, risk sensitivity, and systemic stability.

They unpack:

◼️ The core weaknesses post crisis regulation aimed to correct
◼️ Why undercapitalisation was only part of the problem
◼️ The trade off between simplicity and risk sensitivity in capital frameworks
◼️ Output floors, leverage ratios and the limits of internal models
◼️ Why clarity of rules matters more than flexibility
◼️ How implementation diverges across European jurisdictions
◼️ The challenge of harmonisation in multi supervisor environments
◼️ Why regulation should prevent systemic crises, not bank failure
◼️ The next phase of simplification and framework refinement

This conversation reveals how regulatory incentives shape behaviour inside institutions long before risk shows up in reported numbers.

Because the real danger is not taking risk.

It is misunderstanding how the framework governing that risk actually works.

🎙 Hosted by Matthew Komos
Founder & CEO, Ogma Risk & Analytics
🌐 ogmara.com

If you work in:

Enterprise Risk
Capital Management
Regulatory Policy
Model Risk
Banking Strategy
Financial Stability
Fintech Infrastructure

This episode will sharpen how you think about capital, governance and systemic resilience.