Samuel Wilkes is a Deputy Editor at Risk.net. He specializes in BFSI, banking, finance, and legal affairs, with a keen focus on credit health and debt management. Samuel's insights and analyses have been featured in notable publications such as WatersTechnology Group, Risk.net, and Central Banking.
Preston is the artificial intelligence that powers the Intelligent Relations PR platform. Meet Preston
Not enough data
Samuel Wilkes primarily covers legal policy regulation and government announcements within the finance & economy sector, with a strong focus on banking, risk management, financial regulation, market risk, and Basel III. His articles delve into the intricacies of regulatory changes and their impact on banks and financial institutions.
Given his focus on legal policy regulation in the finance industry, Samuel is likely to be interested in expert commentary from individuals who have direct experience or deep expertise in banking regulations and risk management. Pitches offering insights into how regulatory changes are affecting specific aspects of the financial industry may resonate well with him.
As Samuel's coverage attributes do not specify a geographic focus but rather center around EU and UK policies regarding finance regulations, it would be beneficial to tailor pitches that highlight developments or perspectives relevant to these regions.
This information evolves through artificial intelligence and human feedback. Improve this profile .
Grand Duchy accused of side-stepping rules aimed at prising away banking business from London
Effort to recognise risk diversification between IMA and standardised approach went too far
Ban on credit risk models could encourage US banks to adopt more sophisticated CVA method
For years, banks in the European Union have relied on credit risk models to calculate the bulk of their capital requirements.
BoE's planned economic indexation of tougher prudential thresholds could ease capital planning
Proposed changes aim to rebalance scales in favour of domestic lending
Scepticism greets regulator's proposal to increase releasable leverage capital buffers
Scepticism greets regulator’s proposal to increase releasable leverage capital buffers
Some want market risk excluded, while others push for greater savings from credit modelling
Critics say plan to merge three reporting regimes will see scant returns, and won't mesh with single-sided reporting
